That seems like an exception rather than the rule. The official English title is very wordy (Is It Wrong to Try to Pick Up Girls in a Dungeon?), and the romaji

That seems like an exception rather than the rule. The official English title is very wordy (Is It Wrong to Try to Pick Up Girls in a Dungeon?), and the romaji title is both easy to spell and rolls off the tongue really well. It's a good shorthand for fans to use. Conversely, Hagane no Renkinjutsushi is longer and harder to pronounce than Fullmetal Alechemist. I've never seen this name used in lieu of the translated English name.