Most anime shows use senpai more common in English as master or teacher. As of the songs in the start already answered. The anime makers might as well put in master as to the anime "Naruto" they use more English content.
There are some Japanese words (particularly honorifics) that don't have any good translations. Senpai is a good example of them, though it doesn't actually mean master or teacher. It basically means upperclassman, though it's broader than just for school and basically counts anyone more senior in work or school (though not a teacher).
One reason that they likely keep it in instead of just taking out words that aren't easily translatable altogether is that the mouth movements need to roughly match. If there's a character whose name always has "senpai" after it, for example, the easiest way to make that work is to just leave the word senpai in instead of stretching for a bad translation.
There are also some words that end up being used as essentially proper nouns. Jutsus in Naruto, for example, (as far as I remember) are called that in the English dub and translations as well because it is used as just a word in the Naruto world, where the meaning can be gleaned from context and past usage.