NNescio said:
As another example, for Umamusume in particular we tend to use the official JRA spelling instead of our default romanization scheme because the characters are based on real-life horses with long established names that have already been spelled in a certain way in English for ages because of, well, the horse racing industry (and newspapers and other news sources documenting said industry).
Horse names, even in Japan, are all in English. So there is no romanisation of Japanese horse names at all, they're transliterated directly into Katakana (which is also why the names are in katakana only, and not hiragana or kanji, even when it's fully Japanese).