How far do you want to take it? Should we write Chinese names in characters and Arabic names in their writing system? And of course, historically Vietnamese used Chinese characters -- the Romanized form was introduced under colonialism (although granted, there seems to be no desire to go back after independence)

Whereas rendering Chinese names with Chinese characters would make the names entirely unintelligible to an audience of English speakers, the nice thing about the diacritical marks in Vietnamese is that they can simply be ignored by those familiar with the Roman alphabet but not Vietnamese. I would similarly expect an article about Spain or Spaniards to include the accents and the ñ character and an article about France or the French to include accents and the ç. (I wouldn't necessarily be opposed to writing out Chinese names in Chinese, then putting the pinyin in a parenthetical, either. Obviously there would be no point to this with Vietnamese, Spanish, or French.)