I honestly don't know. Obviously, can't hurt to provide.Would you suggest I do the same if I haven't written names down in native language?
Form is otherwise fully complete with all details - addresses etc - duly filled and signed. All my documents were in English and not in Native Language - so wrote my name only in English as well.
Am I guessing correctly that you are from India?
I think - and I emphasize think, I have no special knowledge - that perhaps the main reasons they request this is for officers to compare documents (originals) when they are not in English, and also for non-English/latin scripts where transliteration can be inconsistent, and to help eliminate false positives (where names are quite common and will turn up in database searches incorrectly esp if transliterated different ways or without things like second names or patronymics etc). Also where security, criminality, and similar concerns are heightened.
Hence I think more important for Russian/Cyrillic, Arabic, and I presume Chinese names/individuals (off the top of my head, probably other countries too).
I know less about India but think this applies less for various reasons (like documents in English in originals, not just transliterated at various times by agencies/individuals using different transliteration approaches). So perhaps not an issue in your case.
Hope no-one takes offence, I'm only reading between the lines, and in entirely unrelated work have dealt with false-positive names in various databases and internet searches etc. Also spent time at airports with colleagues from Arab countries while they waited at passport counters for 'clearance' which was obviously similar/common names coming up on whatever database was being used at the border.
That said, I think it's usually a good idea for applicants to include this - first, because IRCC asks for it, and second, because in case of issues, helping them identify the right person (the applicant) more quickly and accurately is in the applicant's interest.