Since you don't specify who is "they" I would like to give some insight:
"they" the English Comercializator:
- Promotional/Marketing desition which take into account the public, if the program/title has an extensive fan-base that knows the name by the Japanese title, it would be counter-productive to translating the title and maybe lossing buyers that don't know the "product" by the english title.
- Attractiveness: some titles are more atractive if they have mixed/full english translation, again a marketing move.
There could be others reasons but most of them will boil down to marketing tactics to sell, through the Japanese trademark holders may like to commercialize under a specific name, or, at petition of the author, use a translation.
"they" the fan:
Fans most of the time are purist, and call series by the original Japanese pronunciation which in some cases is rather painful (any long/big title almost impossible to pronounce out there?). Short names are also used (ex. PapaKiki) but most of them are stablished by the Japanese fans rather than the english-speakers. Through, some fans knows the title both by the translation and original Japanese, when distributing/discussing the most popular name takes precedence over the other possible uses.
Some titles are already in English (or attempt of English), so no translation is made and is pronounced with correct english. Example of this, english-speakers may use Death Note instead of Desu Nōto as they would know the correct pronunciation and was what the author tried to convey.
In this cases, english marketers normally just use the correct english spelling when commercializing, and the only exception I know is 'Cardcaptor Sakura' which was commercialized as 'Cardcaptors'.