Hoi, When we indicate languages in interwiki links, we write the names of those languages as it is written in that language. So we get English, Nederlands, Deutsch, 日本語 etc. I think it is a nice feature.
Some languages however are not written as they are written in that language, think italiano, français or sicilianu. Basically, this is wrong. The only reason I can think of why you want this, is for "esthetic" reasons. These however take not into account the sensibilities that are often associated with language names.
Thanks, GerardM