This is unfortunately downside of using translation macros for the DocumentName. Since the SKUName is also saved to the DocumentName the string will be used as-is in the content tree. The only solution to avoid this is to add a separate custom name field to:
Development -> Modules -> E-Commerce -> Classes -> SKU -> Fields
In this field you can store your custom product name and refer to it in transformations instead of the built-in SKUName. For example in the shopping cart transformation it will look like this:
<%# EvalText("SKU.SKUCustomName", true) %>
I also recommend using the Localizable text box as the Form control for your custom field. It will allow you to create localization strings directly from the product edit form.