Perhaps not so much this, but they make up names and then the made up terms need to be written in katakana, which is a writing system specifically intended to indicate that a word is non-Japanese and tell how to pronounce it. It would be like if English happened to have a particular rule where all fictional or borrowed terms would be written in monospace font and spelled out phonetically, and only non-English words would be written in monospace font and spelled out phonetically.
It's at least worth noting that even when they do borrow names from other languages and cultures, they don't borrow exclusively from English. For example, they were happy to borrow from one of the Gaelic languages for the Mhachi raids, from the Norse family of languages for some Hrothgar things, from Latin for a lot of Garlean things. Much like English-speaking authors, they'll borrow from pretty much any source they think "sounds cool" (and will cite "it sounds cool" as the reason for something's name if you ask).