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I know this mostly from continental philosophers, like Hegel, Adorno or Kant: they use the greek alphabet when writing ancient terminology like ergon, telos or megalopsychos, while MacIntyre for example does not. He simply writes it like I just did.

What was the reason of the former philosophers not to translate the terminology into latin alphabet?

Alasdair MacIntyre is a 20th/21st century philosopher writing in English.

Immanuel Kant was an 18th century philosopher writing in German. G.W.F Hegel was a 19th century philosopher writing in German. Both were trained in theology at different points during their education. For this education, they had to learn biblical Greek.

Adorno was a 20th century philosopher writing in German.

For Kant and Hegel, it was normal practice to write Greek and Latin terms in Greek and Latin respectively, because everyone who had a university education should have been able to read them at least to that level. (university education was not as common in Germany then as it is in the United States now).

Conversely, MacIntyre is a contemporary philosopher writing for an audience where very few people study Greek or could read it fluently.

I'm a bit less clear on why Adorno would do so. I think (and here I am speculating) that the educational requirements in Germany at his Gymnasium have incorporated more expectations for basic knowledge of languages including Greek than they do in the anglosphere where it is now common practice to translate all quotes and transliterate everything not written in the Roman script. For Adorno, there's a lexicon of the Greek terms he uses.

tl;dr - different eras and countries have different practices in the use of foreign terms.

Virmaior's answer is good and more defensible, but addressing LeBerg's comment that it seems like a superficial explanation, here is a potential deeper explanation. The following applies to some philosophers, especially those working on esoteric philosophy, and although it may not explain the intention of Adorno et al., it may set the stage for conventions they followed.

Language affects the way we think, and different languages can come with different worldviews. In esoteric wisdom traditions, alphabets are thought to convey layers of meaning. Hebrew is a good example of this even on the surface: each letter represents a sound, a number, and a symbol like a heiroglyphic. Arabic and Greek alphabets - which are both sometimes used in the way you describe - share common roots with Hebrew in the Phoenician alphabet. Esoteric philosophers take this importance of the alphabet further, as in the various forms of Kabbalah where the shape and arrangement of letters and the sounds they convey all contribute to subtle but important meaning in our communications.

With that background in mind, discussing a topic in English versus Hebrew will come with different contexts and worldviews, with different options on how to convey ideas. Further, discussing using the Hebrew alphabet versus transliterated Hebrew may come with yet another context and worldview with different options on how to convey ideas. This is recognized in religious institutions: special languages are still used to convey religious ideas and statements, and though transliteration can be used to make the language accessible to those untrained in it, the original alphabet is usually included side-by-side with transliteration and translation, or the original alphabet is used for words of particular importance.

That latter case is a pattern continued into some philosophic traditions, where native language is used for most descriptions but a revered special language (including its alphabet) is used for important concepts or words. It is as if the meaning of those spcial words can only be conveyed, or at least is best conveyed, with the language, alphabet, and worldview it was first recognized in.