John Wesley on Acts 13:9

Then Saul, who was also called Paul - It is not improbable, that coming now among the Romans, they would naturally adapt his name to their own language, and so called him Paul instead of Saul. Perhaps the family of the proconsul might be the first who addressed to or spoke of him by this name. And from this time, being the apostle of the Gentiles, he himself used the name which was more familiar to them.