Because Japanese people sometimes just do that. Even if they are Japanese words, they would write them in katakana to distinguish them from other names that sound the same. Remember Light? His name was written in Kanji (tsuki, meaning moon), but they put the katakana Raito on top. Wacky things like that can and do happen. They would only do that for people's names though, which confirms that Tatsumaki and Fubuki are their actual names.

From wikipedia:
Japanese names (日本人の氏名 Nihonjin no Shimei) in modern times usually consist of a family name (surname), followed by a given name. More than one given name is not generally used. Japanese names are usually written in kanji, which are characters usually Chinese in origin but Japanese in pronunciation. The kanji for a name may have a variety of possible Japanese pronunciations, hence parents might use hiragana or katakana when giving a birth name to their newborn child.