Because it was his name; and it is known in many countries because he was such a rerror.

The Attila of which you speak is just one of many and according to the website "Behind the Name" that might not have even been his real name but rather what he was called by his Gothic-speaking subjects in eastern Europe.

ATTILA
Gender: Masculine

Usage: History, Hungarian

Pronounced: ?-TIL-? (English) [key]

Means "little father" from Gothic atta "father" combined with a diminutive suffix. This was the name of a 5th-century leader of the Huns who invaded and ravaged Europe before finally being slowed down at the Battle of the Catalaunian Plains in Gaul. Attila was the name given to him by his Gothic-speaking subjects in eastern Europe; his real name may have been Avithohol.