As much as we respect the original writer’s intentions...
Yes, there’s a difference here. If the author provides recommendations for translation into other languages (like Tolkien did in his time), or if this is agreed upon with him, then everything should be translated, including names.
However, if the author is not involved in the process at all, then trying to guess what kind of impressions he wanted to achieve with the sounds of the names is at least debatable, and it’s better not to interfere and not take risks.