Not particularly minding this since the area was settled by Swedes in the late 13th Century, and a trading town established as "Helsingfors" in 1550 under the rule of King Gustav I of Sweden. The new name "Helsinki" -- a Finnish-sounding modification of "Helsinge" -- was chosen in 1819 under the rule of Tsar Alexander I as part of the Russian occupier's process of erasing Swedish presence and influence in Finland. The city had fallen to the Russian invaders in 1808; a new town name of "Alexandria" was considered in 1812; maybe you should demand we call it that, and write the name in Cyrillic.
By the way it's "It's" in English.