The Hindu nationalism that caused cities like Mumbai (Bombay) to reject the English spelling is disturbing though.
Aye.
Especially in the case of Mumbai. "Mumbai" is a conjecture of what a more correct spelling might be
IF the name is indeed derived from a local hinduist cult, which in all likelihood it is not. It's more likely that it's originally Portuguese for "Good Bay", good for anchoring in I presume. The city did not exist before the Portuguese, and then the British, came. The Hindi and Maratha spelling of the old name transliterates as Bombai.
Now Kolkata/Calcutta...that is different. This was always spelled "Kolkata" in Bangla ("Bengali"), and "Kalkatta" in Hindi. I don't see the spelling change as necessary, but I don't care about it either. It's always been spelled Kalkutta in German, btw. Like Bombay, Kolkata is essentially a colonial development, though a village called Kalighatta (likely the same name) at the site of Kolkata downtown is attested from the pre-British era.
Chennai/Madras is yet another case. Chennai is the name of the old Tamil city that the French founded their trading post nearby, at a place they knew as Madras, apparently because there was a Madrasa (Islamic school) there. If you look at a map of inner Madras, you'll notice there are indeed twin cities at its heart: The colonial, "White Man's" town (which of course also had an Indian majority even in the 19th century), called George Town by the English and Madras by Tamil traditionalists, and the oldest part of town south of it, the pre-colonial-era city of Chennai.
Dehli, unlike all of these, was a
major city before the British came. The British spelling is simply a spelling error perpetuated through practice. By the time the ICS noticed, changing it a) was feared by the Brits to be seen as a sign of weakness b) would have led to new controversy since the then more common Dehli or Dihli is strictly speaking only the Urdu spelling. Many, and now all, Hindus spelt it Dilli.
(Of course, in pre-Islamic times, the city was called Indraprastha...but it wasn't very important back then. Still, I'm sure there are Hindu fanatics who would like it to be renamed Indraprastha. It's mentioned in the Mahabharata.) Keeping the wrong spelling was just a way of chickening out.
Interestingly, looking at handpainted signs in the city nowadays, it's always spelled Dilli in the Devnagari script, but Delhi or Dehli in English, often on the same sign. The absurd "new" is usually but not always ignored. New Delhi/Nai Dilli is more properly only the name of an area of the city.
Finally, to make a long post longer, there are Hindu nationalist efforts underfoot to rename quite a large number of towns whose names are Islamic, often with very much risible arguments. For example, many in the BJP want Bhopal (an Islamic name, and the capital of BJP stronghold Madhya Pradesh) to be renamed Bhojpal (which would have a Hindu religious meaning...but is not an attested historical name.)
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