Foreign words in Japanese are mostly written with a specific alphabet called katakana. This alphabet has most of the sounds of English, so banana becomes バナナ and world becomes ワールド. The pronunciation is not the same, but it is close enough.
Some English words are so frequently used that they are already integrated into the language. That being said, uncommon English words are another story:
They are difficult to identify, which breaks the flow of reading.
The reader may not know the original English word, meaning they also don’t know the katakana variant.
They create a feeling of unnaturalness/foreignness compared to the use of native Japanese words written with the other two alphabets, kanji and hiragana.
The game Shiei no Sona-Nyl takes place in the ruins of New York, which fell into the ground, completely separating the inhabitants of the city from the outside world. Inside, it is a mixture of steampunk and Alice in Wonderland: purple skies, giant mushrooms, heavy smog, and people transformed into machines.
This game does something interesting: for certain terms it writes in kanji, but they are read in plain English. For example, in one scene 東 is read as east instead of higashi.
In another, 黒い人形 becomes dark gang.
Actually, depending on the character’s relation, dark gang can be written in different ways. In the first case, the kanji are directly translated as black dolls, while in the next one it becomes 鉄人形 (witch is translated to iron dolls).
Because of the setting, every character is a native English speaker. The game wants to use English vocabulary, but at the same time avoid the foreign feeling. By combining different writing and speaking systems, it manages to do both in a cohesive.
In an opposite approach, in this scene, a monkey creature is begging for something to drink. Instead of using the default kanji/hiragana, the game opts to use katakana. This creates an uncomfortable feeling, the creature should not speak, but it is doing that.
Multiple writing/speaking systems make an language more complex to learn, but also more expressive.