No, I don't know the real reason. My guess is that the Japanese just like English words. Maybe it sounds "cool" and appeals to them, I don't know. I can't think of too many Jap games that have titles that are not based on Roman alphabet languages. ゼルダの伝説 (Zeruda no densetsu) was just the first thing that came to mind.
I've also seen quite a few Japanese games with German in their titles (which usually makes zero sense), probably for the same reason.
I just thought of Rosenkreuzstilette Freudenstachel because I recently played it, haha...