I'm going to try not to repeat what's already been said, but I do believe it's important at times for those words to be left it.
Well, I take Japanese at school so the majority of the time I can understand the terms that translators have left in their translations. I don't mind it or really care to be honest, as long as I can read it. I can understand for those who don't know what the words mean that it can be frustrating, but it just looks wrong at times with literal translations. I can't think of an example off the top of my head where it's just weird, but names is one of the main things that are almost always left in. -chan, -san, -sama, (even -tan!) suffixes with names shows a level of respect in how you address someone. This is an area where I definitely prefer seeing in manga like this rather than Mr. and Miss so-and so. Naming as well, I prefer keeping to the Family name, First name method of writing, even though it's in English, it feels weird to read it the other way round (but that's most likely because I learn Japanese).
I feel the same with anime subs. Besides, most fansub groups won't do the direct "localized" (I believe the term is) translations, at least from my experience. The only time I've seen fully untranslated sentences is when it makes no sense (one example I remember is during ToraDora!, where Minori's lines are generally nonsensical). And that is perfectly reasonable. If you're annoyed with it, watch the dub then. Or learn Japanese. Fansubbing isn't their job and aren't making money out of it, so they'll allowed to do what they want and some groups will tell you this. If it's the official stuff, then subtitles still aren't as bad with them, it only annoys me when they just to add them to normal English during dubs. That is unnatural and plain weird.