They changed their name to the nice friendly "Windsor" beause of the first world war.
The British became annoyed by anything german at that time (German music etc) so we could not have a german sounding royal family.
Mind you, much of the royal familes of Europe are inter related.
Victoria farmed most of her children out to many Royal Families in Europe.
Some of our British kings could not even speak English, George the first for example who was born and brought up in Germany.