Having lived in Delhi, this may just be a matter of time :-) I have seen calls for it to be renamed "Dilli".
When I was in Bombay for 5 years in the 80s, no expected the name to change; I graduated from the "Indian Institute of Technology Bombay, Bombay". Now it is the "Indian Institute of Technology Bombay, Mumbai".
Again, this is just an identifier, it has no intrinsic meaning. My name is "Sanjeev", but I do not think I am "immortal". We will know better once the end of the world deadline has passed.