Fair enough, but why are city names in other countries so frequently different in English then? E.g. most Italian city names in Norwegian is the same as in Italian, but the English use different spelling for so many of them.

As for “O” it is not actually an “O”with an accent but a letter in the Norwegian alphabet. The last letters of our alphabet are: ÆØÅ

The ø is pronounced like U in further or murder.