Andorra la Vella means "Andorra the city" in Catalan (Vella can also be interpreted as "old", but "city" is the likely translation). Other cities with basically the same naming structure were translated, for example:
Ciudad de México got translated to Mexico City
Ciudad de Guatemala got translated to Guatemala City
So why wasn't Andorra la Vella translated as well?
In no context does the word Vella mean city, so probably they won't add this
The confusion probably comes because the word "Vila" means village, but Vella and Vila are two different words.