Why are certain words in Asian languages spelled oddly in the english alphabet?

An example would be, me and my chinese-canadian friend were playing this game called League of Legends and one of the characters in the game was named Xin Zhao. Now the X, in English, being at the start of a word, is usually the Z sound. and Zh being at the start of Zhao made me think Shao but with a Z sound... show more An example would be, me and my chinese-canadian friend were playing this game called League of Legends and one of the characters in the game was named Xin Zhao. Now the X, in English, being at the start of a word, is usually the Z sound. and Zh being at the start of Zhao made me think Shao but with a Z sound instead. So I said "Zin Zhaow" like that. He goes, it's not "Zin Zhaow" it's "Shin Jaow" If it's pronounced Shin Jaow, then why not just spell it Shin Jaow in English.

In names with Xs and ZHs it gets me wondering why is it spelled like that if name wasn't even meant to be English to begin with. It's the same with names like Nguyen being pronounced like win, nwin, gwen, or goowen. From the spelling I always thought it was pronounced "-ngooyen" Why is it spelled like N G U Y E N. In the same way people from other countries may have their own way of spelling or pronouncing an English name, why is it that certain Asian names get these added and silent letters if they're foreign? Isn't it supposed to be romanized for English if it's being used in English?
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