This is the reason why he should be called Zoro:
! http://images3.wikia.nocookie.net/__cb20090706110339/onepiece/images/4/48/Zorobounty.jpg
It's how Oda wrote his name. It's the official spelling.
I agree with you there - it's a shame One Piece had been ruined by such poorly done english conversions - but we all know what good intentions lead to.