My feeling is that the Klingons are probably only going to speak english when talking to the federation. With their notions of cultural and racial purity, the Klingons probably feel that english is beneath them, they have only learned it to understand their enemy. When they are solely amongst klingons it makes no sense for Klingon characters to be speaking english with each other. Personally, I found the klingon dialogue immersed me into the klingon scenes more and made them feel like aliens.
I'm currently watching the DS9 episode 'Soldiers of the empire', an entire episode about klingons set on a klingon ship where they only speak english. There is no logical in universe explanation for it and it just comes off as lame and lazy writing.