Well as there are already all the cities from the countries with "Latin" alphabet are written in national language and not English - it would be cool to see all the city names in their national languages even if those are in Cyrillic, Arabic letters, Hebrew letters or even hieroglyphs.
I think this a good point but it's going in a bad tangent :
Yes, There are are too many 'Latin' labels and yes I go for 'natural' names. But in Cambodgian ? in 'Cyrilic' ?
Why not using 'natural language' ? This goes for leaders too. Fer instanz : 'Meroveus' instead of 'Mérovée' ?
Dunnoob has a good point there...
Maybe actually I'll try to make mod - for changing Leader names and City names in Natural languages (as long as it is possible (if the language is still alive))