They are German, so why not. The original name is Saxe-Coburg-Gotha, taken when Queen Victoria married a German prince, but she was herself from a German line, descending from George I who had become the king of Great Britain and Ireland 1714 when they didn't have a British heir, and he was the second cousin of Queen Anne. George was the Elector of Hanover, and his line was called the House of Hanover until Victoria's German prince.

Changed to Windsor 1917 when reminding the English that they were ruled by a royal line with German roots became bit of a problem.

They are German, so why not. The original name is Saxe-Coburg-Gotha, taken when Queen Victoria married a German prince, but she was herself from a German line, descending from George I who had become the kind of Great Britain and Ireland 1714 when they didn't have a British heir, and he was the second cousin of Queen Anne. George was the Elector of Hanover, and his line was called the House of Hanover until Victoria's German prince.

Changed to Windsor 1917 when reminding the English that they were ruled by a royal line with German roots became bit of a problem.