Heh, I had this exact thing when getting certified at Microsoft (remotely). They required me to enter my name exactly as it appears on my government ID (not a single Latin character), but their registration site... simply blocked any characters outside of Latin. I had to obtain an international travel passport to get the "official" transliteration of my name
I've gotten a visa to a country that doesn't use Latin characters. My name got transliterated. At the bottom of the visa there's the machine-readable field that uses ASCII characters, and my name lost a character (a OU became just U).