This then also affects the translations which are also missing that entry: https://github.com/lichess-org/lila/tree/master/translation/dest/puzzleTheme

I could be wrong, but I think not translating it was a deliberate choice. Since it's the same name across the world. ( Are there exceptions where a local name is used? )

I thought the same at first, but from looking at Wikipedia article translations, I see quite a few languages that use their own expressions for it, like Spanish, Arabic, Ukrainian and Farsi, and almost every language that doesn't use a latin-script alphabet.

we already have that translation there https://github.com/lichess-org/lila/blob/master/translation/source/learn.xml#L158