Now I'm trying to figure out how one would write out Matthew in Cyrillic, which has two phonemes that are as much of a nightmare for Russian-speakers as "ы" and "р" are for English-speakers. "Мэтью", maybe?
Let's not equate Cyrillic to Russian. Cyrillic is also a script of multiple other languages, including Ukrainian, Bulgarian and Serbian (when Serbs feel like using it).
Answering your question - basically, this comes down to the traditions of the languages.
Russian names for most Biblical figures, early saints etc all derive from Byzantian Greek versions of the same, usually transcribed more or less phonetically to what was the closest pronunciation in Old Slavic language at the time.
Although it's not quite that simple because the original version of Cyrillic actually has a bunch of extraneous letters that are there solely to represent the distinctions in Greek; in some cases, distinctions that were themselves historical in Greek by that time even. For example, three letters for /i/: I (corresponding to iota), И (corresponding to eta), and Ѵ (corresponding to upsilon), all of which were already pronounced the same in contemporary Greek, and this carried over to Slavic languages as well.
In other cases the distinction became nativized though. E.g. Greek theta, already pronounced as /θ/ in Greek, became the Cyrillic Ѳ - but the closest they could get to pronounce it was [f], and so it came to have the same meaning as Ф, and eventually Ѳ was just dropped as unneeded. Thus e.g. transliteration of Matthew is Матфей, and a bunch of other words where most European languages have "t" or "th" sounds have "ф" in East Slavic languages: e.g. "arithmetic" is "арифметика". But then some words were borrowed into Russian from Latin as well, or from other languages that borrowed them via Latin, and so sometimes theta became /t/: "mathematics" - "математика".
Geez, you left yourselves behind. We Greeks at some point decided that 3 /i/'s are just not enough for us, so we invented some diphthongs (ει, οι) also pronounced /i/ :D
For the biblical Jesus, the situation is even worse. His name was probably originally יֵשׁוּעַ, and should therefore have been Yeshua to us users of the modern day Latin alphabet. But instead his name was adapted to Greek linguistic conventions as Ἰησοῦς (Iēsoûs), and from there transliterated into Jesus.
James/Jacob is even messier! They come from the same name, but are in English treated as completely distinct names. In the New Testament Greek, you get Ἰακώβ (iakob) used for Old-Testament-era Jacobs (primarily the one later given the name Israel, but also the one in Matthew 1:15–16), and Ἰάκωβος (iakobus) used for New-Testament-era Jameses (two of Jesus’ disciples, and one of his brothers). English Bibles have ended up using Jacob for the old and James for the new ones, but not all languages maintain the distinction: in Telugu, for example, they’re all యాకోబు (yakobu).
It's simpler than that. The Koine Greek transliteration became established long before that particular Jesus was born. It was a common name in a region that belonged to various Greek-speaking empires for centuries, at least nominally. The transliteration was based on the pronunciation used at the time, with a masculine suffix to make the name less awkward in Greek.
And then people wrote the texts that would become the New Testament in Greek, because it was the dominant language around the Eastern Mediterranean.
Egyptian mythology would like a word with you. Specially the part where Isis created a snake to bite Ra so that she could learn his true name. But yea, adapting names to foreign languages was a normal thing until recently.
Probably he’d be Josué. But in Greece, he’d be Ιησούς (Jesus). Beginning with the Vulgate¹, there was a distinction between the two names in Biblical texts that is carried over into most modern contexts (although I would note that Russian follows Greek in preferring then name Иисус (Jesus) for Joshua the prophet and I’m guessing that this in general follows the Catholic/Orthodox split (Croatian uses Jošua while Serbian Исус lending support to my hypothesis.²
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1. Or maybe the Vetus Latina, I can’t claim enough authority over early Biblical translations to say with any certainty. And perhaps some other non-Western translation would have priority in making the Joshua/Jesus distinction.
2. My grand strategy for making these sorts of cross-lingual comparisons is to use the “other projects” links from Wikipedia which is also a great way of getting more accurate translations for somewhat niche terminology than machine translation or dictionaries can offer.
My given name is Anthony, and I have this problem. I grew up in Australia, and visit some family in Poland every other year. The Australian pronunciation of my name is particularly incompatible with Polish, so I change it from 'ænθəni' to (something like) 'ɑːntɒni'. The 'æ' sound at the start of my name is totally foreign, and if I start introducing myself in Polish, then say my name the way an Australian would, the entire sentence just sounds too weird. Obviously Polish people are familiar with Western culture, and have probably seen the name before, but it just sounds too strange when used in spoken Polish.
The sound [æ] is not entirely foreign to Polish and some other Slavic languages. It often shows up as an allophone of /a/ when it's between two "soft" (palatalized) consonants (e.g. the first /a/ in the word "niania"). The problem for us learning it is that it's not a separate phoneme, and worse yet, the environment in which it occurs in Slavic languages doesn't correspond to anything in English - and, conversely, in English it appears in environments where it could only be [a] or [ɛ] in Slavic languages.
The name itself is, of course, originally Roman, and it's also the name of many Christian saints, so basically every Christian country (not even necessarily a Western one) will be aware of it and have some version of it; for Polish that's be "Anton", I think, same as in Russian.
This doesn't happen in my speech, I certainly pronounce both <a>'s as [a] in "niania". [ɛ] is different, it certainly becomes [e] after palatalized consonants. I agree that people cannot tell the difference intuitively, though.
It happens more in fast speech. If you draw out the vowel - as people tend to when they are trying to get a better feel of it - it will end up at [a] even if it doesn't start there. I suspect you'd need to actually record it and then look at the formants to tell for sure.
