Because there are English-speaking places, such as Melbourne, with a significant population of Italian immigration, where fancy cafés offer panini on their menus. Panini means a particular type of bread, just like focaccia or baguette means something more than 'bread roll'.
It's true that strictly speaking, "panino" would refer to a bread roll, but it does mean sandwich because Italians use panini to make sandwiches with meat, cheese, tomatoes etc. We use sliced bread. They use panini. So that's what they are called. DL should accept either meaning really....
Well, it isn't acceptable, because it is wrong. "Paninis" is meaningless. You are combining two different forms of pluralisation from two different languages. Just because there are irgnorant birdbrains who think "paninis" is a word, that doesn't justify the use of that word. And it annoys the crap out of Italianswho are fluent in English.