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I think "striving for originality" is a key reason, but to that end it's fair to say that 99% of fantasy novels aren't set in this world (earth and it's various countries) they're set in their own ...
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#3: Attribution notice added
Source: https://writers.stackexchange.com/a/25702 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
I think "striving for originality" is a key reason, but to that end it's fair to say that 99% of fantasy novels aren't set in this world (earth and it's various countries) they're set in their own mythical, fantastical world and thus, along with religion(s), commerce and monetary systems, social hierarchy and class structure, geography, weather, clothing, traditions and much more, the naming conventions for people and places would be different from our own.