I intend to clear this 'problem' up once and for all, and will do so in the form of a FAQ.
Use Roman Numerals. Next question.
Because that's not what the fucking games are called. There are a few instances where Arabic numerals are used by convention (even the developers use these names) for games that are officially titled with Roman numerals (such as Street Fighter 2 and Quake 2). However Final Fantasy is not such an exception. (The same goes for Ultima, Zork, Phantasy Star, Might and Magic and Wizardry.)
Q. So you're saying we should always use Roman numerals for any game?
No, I'm saying always use what the developers use. Otherwise we get confusion, duplication, and... it looks bad.
Q. But some FF games have different titles in their Japanese and Western incarnations! What should I do?
Write up the game under whichever name you are most comfortable with, providing you use roman numerals. If, for example, you are writing up Final Fantasy VI (Japan) / III (US), you can put it under Final Fantasy III providing that you mention that you are talking about the game on the SNES that is the sixth game in the series. Alternatively, you can write it up under Final Fantasy VI, but mention that you are basing your writeup on the English language version (if indeed you are), which was released as Final Fantasy III.
Q. I have special powers, regarding E2. What can I do to help?
Transfer any offending writeups from mis-numeralled nodes to the correct locations, add see also links to the correct names, as well as to the alternate names (see above lists, but substitute in Roman Numerals) where applicable.
Q. I don't see why this is such a big deal.
Well, you wouldn't write up Casablanca under "Casserblanker the Film". So why writeup games under the wrong names out of a) laziness, or b) to appease some highly inscrutable rationale (see some_guy's writeup, no offence meant)? Plenty of other games have different titles (and shock! different difficulty levels!) and all manner of alterations made for their international release, and yet we manage to get the names right. FF shouldn't need to be an exception.