Exactly. I'm surprised this is even an issue. It would beyond silly to
only
refer to Leningrad as Saint Petersburg in a separate article dealing with
the
history of the Soviet Union. Likewise it would be very odd to refer to the United Kingdom in an article about the Norman Invasion. Gaul/France along with Constantinople/Istanbul are other examples (as would be Londinium/London, for that matter - Peking/Beijing is a different matter dealing with a change in the accepted English transliteration).
Another datum: [[Newfoundland]] refers to the island, and [[Newfoundland and Labrador]] the province; when I set this up, I went through all the articles that mentioned Newfoundland, and those that were historic references to the colony, dominion, or province (under the then-correct name "Newfoundland"), I changed it to [[Newfoundland and Labrador|Newfoundland]]. That seemed fairly reasonable.
Matt