Except it's not an English word
Well, my contention is that it is. In exactly the same way as Matthew, Mark, Luke and John are the English names of the supposed writers of the Gospels. Is 'Munich' an English word?
Sure, if you were starting from now, a more accurate transliteration would be used, as is the case for academics. However, we have several centuries of usage of the name.
Just two recent examples from the UK press:
For example.
The 45th President of the United States of America is landing for the first time in the UK as the Head of State of the United States.
You would think it was Genghis Khan or worse by the way Londoners in general are reacting. This is a man who has been democratically elected by the citizens of the UK’s closest ally – many of whom serve in the United States military sworn to defend the UK if ever attacked.
And from the Grauniad
The film is about the Mongol Derby, a brutally punishing 1,000-kilometre endurance race across Mongolia, recreating Genghis Khan’s 13th-century horse-messenger trail.