The way I always thought of it, english speakers would refer to our moon as 'Luna' and our sun as 'Sol' to reinforce that the reference is to our particular moon or sun, rather than some other moon or sun. The whole capitalization thing doesn't quite work with verbal communication
Ok, so 'Luna' and 'Sol' are really the Latin words for moon and sun (and thus, since Latin is the root of several Languages, they are also the same in various other Languages). So what? The point is, it is a way to specifically designate our particular satellite and star. A bit of redundancy won't kill you
