The Greek phrase naming the first and last letters of the alphabet as an image of beginning and end depends on a fact about Greek: alpha opens the alphabet and omega closes it. The figure is only as good as that arrangement.
Cyrillic does not have it. Azu opens the alphabet, and azu is not alpha; it is a Slavonic word meaning I, given the shape of alpha. And omega, having been imported with its Greek name and its Greek number, does not close the Slavonic alphabet at all. It sits twenty fourth of forty three, with nineteen letters after it, and the last letter of the Early Cyrillic set is izhitsa.
A translator therefore faces a choice with no good answer. Keep the Greek names and the figure survives but the letters named are not the letters of the book the reader is holding. Substitute the Slavonic names and the letters become familiar while the figure stops being true, because the second of them is not last.
This is a small instance of a problem that runs through the whole translating enterprise the alphabet was made for. A text that talks about its own language cannot be moved into another one without loss, and the places where that shows are the places where a translation reveals its seams. The Slavonic tradition met the difficulty repeatedly: in acrostics, in wordplay, in the names of things, and in every passage where the point turns on how a word is spelled rather than on what it means.