Okay, this is what you need to know.

The Final Fantasy Series on the NES and Super NES system clocked up to 6 games, Final Fantasy to FFIII on the NES and FFIV to FFVI on the Super NES, before the series jumped to FFVII on the Sony Playstation. When Squaresoft, LONG before the merge with Enix, released the Final Fantasy games here in America, the first Final Fantasy was released here. Final Fantasy 2 and Final Fantasy 3 in Japan wasn't deemed "Marketable" in America at the time, so they weren't release here. When the Super NES was first introduced, Final Fantasy 4 was among the first wave of games and it was deemed "Marketable", so Final Fantasy 4 was 'changed' to Final Fantasy 2 in America for consistency. Final Fantasy 5 in Japan, again, wasn't deemed "Marketable" for America, so it was skipped. When Final Fantasy 6 appeared, it was deemed "Marketable" and was released here in America as Final Fantasy 3...again for consistency.

It would be when Squaresoft, now Square at that time, left Nintendo for Sony, they released Final Fantasy 7 and didn't bother to do the "consistency" thing since this was their first Final Fantasy game outside of Nintendo's World and marketing the game for the world under Sony.

And that's the story in simple terms.