Yes, of course, because the Hebrew bible was translated directly into English…or have we heard of Latin?
What I mean is, there is no “J” in Latin, either. It came into being in the Middle Ages to distinguish consonantal I (pronounced as Y) from vowel I (pronounced as I). That’s why the inscription above the Cross read INRI: Iesus Nazarensis Rex Iudaeorum, roughly “Jesus of Nazareth, King of the Jews.” Roughly, because Latin ‘Rex’ no more translates directly as “King” than “Wohng” (Cantonese) or “Piltzin” (Nahuatl) do. Its actual use was closer to “Chieftain”.
Jesus is a Latinization, not an ‘Anglicization’; the Angles were a third-rate Auxiliary unit when the Vulgate was written. Ditto Job, Josiah (Josias in Latin), etc. The -s endings are necessary so the words can be inflected; names ending in -a inflect as feminine in Latin.
Finally, Jesus’ name would not have been Hebrew–there would have been a Hebrew form of it, certainly, but He would probably have been known by an Aramaic form. At that time, Hebrew was already a dead language, used only religiously; for daily use, Jews used Aramaic, the common language of the Assyrian Empire, and therefore also of the Persians from whom Alexander took the Levant.
Aramaic, incidentally, is the origin of ‘Jehovah.’ The Jews had started using an early vowel notation by the time of Jerome, but they always read the name YHWH as “Adonai”, the Aramaic word for Lord. To remind the reader to do this, they wrote the vowels “A-O-A” by the YHWH. Jerome, who could read Hebrew but apparently didn’t know about this convention, assumed that those were really its vowels, and thus, “Jehovah.”