I assume you are talking about IMDb's using a transliteration of the title.
The problem is that IMDb was begun very early in the internet period, when 8-bit data was fairly new. IMDb was designed to support only the Latin-1 code page, which does not include all the characters required for non Western European languages.
Because the current update system has become very complex, simply switching to a scheme that supports 16-bit code (like UTF-8) was considered too likely to cause problems. As you may know, IMDb is currently rewriting the update system. I assume that they are assuring that it will be able to support Unicode characters. Therefore I doubt that there will be any change to the titles until after that change is complete.
Hopefully, once that update is complete, IMDb will move towards accepting all Titles in their correct character sets.