You find that situation with all languages and places. A place has a "naturalised" name in another language, if it was ever of interest or importance for speakers of that language.
For example, most cities in northern Italy have English and German names as well, because they were so important in the Middle Ages, while smaller places, or places further away have no German names.
I'd suppose it would be the same with the Czech Republic; because of its influence in the Holy Roman Empire, it may have been of some interest for people in England, but back then it was referred to by a different name, hence "Bohemia" exists in an English version; later the country was only known by that name as part of Austria-Hungary - the Czech language name of the place only ever came up on the international stage after 1918, and that is probably too short a time-span for a name to become "naturalised".
"Naturalisation" might not even happen today anyway, because language and terms in general are more strictly codified by the sheer amount of written material, and because of political correctness, etc. ...