Why is Pride's name different from the word "pride"?
This is a simple "English is cooler"

As all the homunculi are named with the english seven deadly sins, their names are the hiragana/katagana representation to the english vocalization.

but when referring to the sin itself the correct translation ("傲慢") is used, as it is not a name (that also has to sound cool), but the thing itself.

I verified this is true to the other homunculi too, though not for "Father"