I am not advocating that you personally, speaking French, should use the Chinese name of a city that has a tradional name in French.
However, we are living in a time where using exonyms is becoming less and less common and quite a few cities that used to have names of their own in languages not spoken locally have become known under their original names. E. g. Bratislava used to be known as Pressburg in German (Preßburg in pre-1996 spelling, I think). However, today, whenever I read or hear news in German mentioning the Slovak capital, it's always Bratislava and never Pressburg. The same goes for the Slovene capital Ljubljana, historically known as Laibach in German-speaking areas. I see Italians calling Salzburg with the German name Salzburg instead of the Italian Salisburgo, I've heard an Italian call Lübeck Lübeck, although the city has an "official" Italian name: Lubecca. The city of Livorno was historically called Leghorn in English, but there are few native English speakers out there who know this. Generally, the smaller a city is and the less importance it has today (whatever its historical importance), the lesser known it is, the bigger are the odds that the paradigm shift in favour of using the original name (or at least the original spelling) - as an alternative, it's the English name/spelling.
I am not particularly well-versed in the history of toponym adaptations in French and switching to a form closer to the original, but I'm pretty sure French cannot escape the general tendency.