Um, Graal is like german/french for Grail, so either way would be correct. Although the spelling is in german/french so saying the actual name wouldn't be pronounced as "grail", it would be pronounced "graal" rhyming with ball, call, fall, etc.
Either way is fine I guess... I believe they chose Graal over Grail because Graal isn't used as much in the gaming field, and having the game just called "Grail" would be like calling it "Bowl" or "Cup".
Any idiot wouldn't know how to pronounce Rudora, because it could possibly be pronounced as "rudd or ah" which sounds more british... or australian, or something.