They do use the names of individual warships whenever one is prominent in an episode - Haakona in "Contagion", Dividices and Genorex in "Inter Arma" etc. And to be certain, those are instances of a Romulan using a proper name for her/their vessel, not a foreigner doing the same.Actually, we've never heard Romulans call the ships anything other than "Warbird."
They also self-designate some of their ships "transport" or "science vessel" (say, "Eye of the Needle"). Although it would have been fun to hear "bird of burden" or "curious crow" there instead.

That's only assuming Klingons are obsessed about honor. Which they really weren't until Worf came along. Kruge, the Klingon who introduced Kloaking to their species, was a backstabbing bastard who used "honor" as a flimsy excuse for killing the woman he had exploited in his spy ops. And come to think of it, so was every other Klingon who ever spoke of honor...However, I thought having the Klingons have a cloak was a bad idea in the first place. Where's the honor in hiding and surreptitiously attacking enemies unawares from the shadows?
And every other character who did so, really, be they friend or foe. Romulans were the worst backstabbers and traitors of them all in TOS, yet the ones the most eager to rant about falling on their own swords. Clearly, cloaks and honor is a working combination - it makes sense, the same way the filthiest liar would be the character most likely to raise pious hell if he were accused of not being entire truthful.
Timo Saloniemi