Even old New York was once New Amsterdam.
Why they changed it, I can't say... people just liked it better that way?
They only decided to call it Istanbul after the Ottoman Empire collapsed after WWI and they moved their capital to Ankara and they decided not to let the city have a cool name anymore. New York was renamed hundreds of years ago after the Brits took Manhattan island.
But you do have a good point. I will now call New York by it's proper name--New Amsterdam.