As unsatisfying as this answer may be, it’s pretty much “just because.” Language doesn’t have an official governing arbiter (at least, not outside of France), and words will be adopted by the populace over time. Words like Saturday, July, and August stem directly from the evolution of English from Latin—and in the naming of our twelfth month “December” we can still see the history of December being an older month than July or August. Words that come from other mythologies generally date back to various invasions—as the Latin mythologies came from Roman invasions, but those frequently had the effect of eradicating the original language completely to all but scholars.