That's how languages acquire words for foreign things, though. English also calls a certain plant "tea", because that's how the English heard the people they bought it from call it, even though in China and India they called it "cha" or "chai". English also calls a certain nation "Japan", which is quite distant from its endonymous "Nihon" or "Nippon", because that's what they heard from European explorers.

That Western Europe heard the name of a city from Russians first rather from its inhabitants is no different.