When i say to them xxx in E minor or in Db major they don't know what the hell is an E or Db or a major/minor.
Or when i say a sonata, movement, Etude, Ballade .... All these are musical terms not just italian words (BTW not all them are italian )
Fair enough, I'm with you on the E major etc, but you're still doing it in part. The movements are usually named "Presto agitato" and so on, so even if you don't say that, that's not because it isn't part of the "name" of the piece.
Most of those words have other meanings [ballade is a form of poetic verse, etude means study, opus means work. Movement is English and so you've probably translated that for them like others do. Or they are derived from words in languages in a way that doesn't make them particular unusual or unique when applied to a piece of music, sonata for example.
But yeah, they are musical terms.
My point is, often folk [perhaps not yourself] act in a way as those these words have some of the grandiose that they associate with the genre because of the language difference whereas a lot of them are just dull, everyday words, moreso if you translate them. [It's reverse snobbery more often though, pop / rock records with pieces called "Opus..." something always make me smile]
otoh = ?
on the other hand.