Why do place-names keep changing?

Over my life I've seen Peking turn into Beijing, Bombay turn into Mumbai, and literally countless others, which if nothing else has made my globes and atlases obsolete.

I'm not naive - I understand that Colonialism imposed names on places that may not have been very accurate (in some cases, the post-colonial name is entirely different). Also, transliteration systems evolve (or at least change...) and thus spellings in English change. I'm all in favor of people calling their home cities and countries what they like.

But doesn't some of this seems needlessly reactionary? I mean... Kolkatta? Does every single name need to be changed (not in Hindi, Mandarin, etc, mind you, but just in English and other Western languages) for the sake of being different as a means of asserting independence? If it's a transliteration anyway, what's the point?

I get confused having to continually learn new spellings for what are after all the same cities and countries, and I'm sure children trying to learn a standardized geography get confused as well. What was so terrible with the old transliterations? We'll only ever approximate the native sound of the name anyway. Why is the Koran now the Qur'an when actually the true name of it is in Arabic anyway and hasn't changed at all?

Can some expert in linguistics, or even a smart layperson please help me out here? I'm not hostile to these changes per se, they just seem needless and confusing, as I've said before. Ceylon --> Sri Lanka? Sure, it's a whole new name. Zaire to DRC? Ok. But why fuss with the SPELLING of place-names whose root name and pronunciation has NOT changed in any essential way?

It seems politically correct, anti-Western, and reactionary to me. But maybe there are good reasons I'm just not thinking of. To a Western person who strives to understand the WHOLE world, and has no hidden colonialist agenda, it sure can be annoying trying to keep track of these constant revisions. Half the place names on the globe I knew so well as a child are now obsolete!