It happens in real life as well, Juan being the spanish equivalent of John.
In Latin, John or Johannes (or Johann in Germanic), is Iohannes (with a capital 'i') this is a similar transformation
I am still trying to get my head around it. The name is 'Iōnos', pronounced 'Yeo-noss', and yet there is a perfectly good 'J' sound in Valyrian, as used in 'Jiōrna' ( Pronounced dgee- oorna!).