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As others have said, most fantasy is set in a different environment, where the non-English-speaking inhabitants have different cultural and linguistic norms. So it's only natural to want to convey...
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#3: Attribution notice added
Source: https://writers.stackexchange.com/a/25720 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
As others have said, most fantasy is set in a different environment, where the non-English-speaking inhabitants have different cultural and linguistic norms. So it's only natural to want to convey that. But I think there's another reason. If I name my characters "Bob" or "Pocahantus" or "Chun Li", you form associations -- you see those characters a certain way because of your _own_ cultural context. Since that's probably not the context of my world, that makes my job harder -- you, the reader, now have certain assumptions that I need to overcome. If I name my characters "Xilg" or "Z'lin" or "Loohrun97", you don't have those assumptions. I might have _other_ problems (names shouldn't look like I just mashed the keyboard; what's the linguistic basis for them?), but at least you probably won't make Earth-based assumptions.