Why, in English at least, is the letter W called "double U" and not "double V"?

One of the few things I remember from my French classes in high school was that the letter is called "double V" in that language. Why did English opt for the "U" instead?

You can hear the French pronunciation here if you're unfamiliar with it:

https://www.frenchlearner.com/pronunciation/french-alphabet/

V and W are right next to each other in alphabetical order, which seems to lend further credence to the idea that it should be "Double V" and not "Double U". In fact, the letter U immediately precedes V, so the difference is highlighted in real-time as you go through the alphabet:

• ...
• U
• V
• W
• X
• Y
• Z

It's obviously not at all important in the grand scheme of things, but I'm just curious why we went the way we did!

Cheers!