Indeed. Quoting "The Name of the Game", the very first chapter of Knuth's "The TeXbook": "Insiders pronounce the $\chi$ of TeX as a Greek chi, not as an `x', so that TeX rhymes with the word blecchhh. It's the `ch' sound in Scottish words like loch or German words like ach; it's a Spanish `j' and a Russian `kh'. When you say it correctly to your computer, the terminal may become slightly moist."
Interesting bit: The Idea of the name came from the Greek word τέχνη (/ˈtɛxnɛ/), wich can be translated as art, skill and craft. A combination that captures the purpose of the program very well.
A russian "kh" ? That sound is spelled "х" in Russian
"X" is the transliteration of the Cyrillic character in question as per the 1995 version of ISO/R 9; but the 1968 version that was in effect when The TeXbook was first published has it as "kh". See https://en.wikipedia.org/wiki/ISO_9
You may want to send Knuth a note that he should update this for the next printing; perhaps you'll get one of his rewards.
Maybe in Greek, but English doesn't have the /x/ sound.
English doesn't have umlaute either. That never prevented typesetters from using them.
Maybe your dialect doesn't, but mine certainly does.
Genuine curiosity: what dialect is that? I live in the US and have met people from several other English-speaking countries and I don't recall ever having heard that sound from any native English speaker. (I'm not saying I don't believe you; I'm just surprised).
Southern Irish, although as a sibling comment noted you'll also find it in Scotland and Northern England. It helps that the Irish language uses this sound copiously so most people are used to it from school.
What English words do you have that sound in?
It's what Knuth asked for. Lots of people like him enough to oblige.
Yes, but I've literally never once heard someone pronounce it "correctly."