Names have meaning. Names have power. And different cultures need different names to portray that. The name Cowboy works for an America with a history of wide-open spaces and ranches covering hundreds of miles but the Europeans have no link to that word. And so they use different names. Teutonic Knights. Caballeros. Order of Merlin. Highlanders. Musketeers. Those are names that mean something to Europe and so they have power.