The "opposite" side of this issue is people who intentionally adopt a pronounceable name of their destination country. I may have observed that, but I'm not really sure. Some of my Chinese students, who could barely speak French, were called totally french-sounding names like "Cédric" or "Pauline". I guess they invented them on the spot, to avoid people butchering their real names. But I never thought of a non-awkward way to ask them about that.