When did Kenya get its name Kenya?

Kenya's name derives from the Kikuyu name for Mount Kenya, Kere Nyaga (Ke-re-nya-ga) meaning 'mountain of God'. According to our elders, when one of the first men appeared in Kenya he met a Kikuyu man and asked him the name of the country and pointed at the mountain. The Kikuyu man mistakenly thought that he was asking the name of the mountain and said 'Kere Nyaga' which he said quite quickly and came out 'Ke-nya'. After hearing this story it still baffles me why so many colonials called it 'Kee-nya' when the spelling would suggest that is 'Kenya' with only 1 'e' as in 'Ben', 'send' and 'when', not 2 as in 'seen' and 'been' and 'keen' ya?