> Lady -> Reina/Dama * (You could use either, but the article lists them separately and doesn't recognize Queen, which is the more common of the two)
I think the reason is that the article follows the FIDE rules rather than colloquial use.
I was about the comment something similar about Dutch, where the word for Queen (“Koningin”) is also more common than the official FIDE-term Lady (“Dame”). I suspect the reason for this choice is that the FIDE also establishes an official chess notation where each piece has a single letter abbreviation. In Dutch this presents the problem that “Koning” (King) is a prefix of “Koningin” (Queen), so it makes sense to abbreviate king with K, but it's not clear what letter to assign to the Queen. It makes sense then to switch to “Dame” and use the letter D for this piece.
I think the same thing applies to Romance languages where the words for King and Queen derive from the Latin words Rex and Regina (Roi and Reine in French, Rey and Reina in Spanish, etc.), all of which start with the letter 'R'. Then switching to Lady (dame/dama) for the Queen makes sense just to create a unique letter.