Remember that opinion does not belong on articles. This is a rule of thumb amongst several wikis as well as other people as well (Protodude for example): If it has not been officially translated, it has no English name. An example of why this is is the MegaMan NT Warrior series: They changed several names in that show for seemingly no reason. MetalMan -> HeavyMetalMan? JunkMan -> JunkDataMan? WindMan -> WindBlastMan??? Say they translated Beast. I doubt they'd keep the word Zoanoroid, it's too obscure of a term. They'd probably called Beastoids or something. But because I don't know this for a fact, it's does not belong on the articles.
Yes, it could be Mega Man Shadow, but it could also be Shadow Mega Man, Shadow Mega, Dark Mega Man, Mega Man Dark, Shadow Rock, Dark Rock, etc. etc. etc. Since neither the game nor the Wonderswan were never localized we don't know, and any English name given is fanon.
Someone can probably explain this better, but others across many other franchises follow this rule as well.