I am a native English-language speaker, but I speak other languages as well. In all languages, there is exactly zero expectation that speakers will pronounce English words like English-speakers do. Because in all languages, foreign words are remade into native words. As it had been in English until the mid 20th century.
>And if you mean the names of people/places/movies/etc. how can you not be corrected?
Not sure what language you speak natively, but no one corrects Italians for saying "Germania" instead of Deutschland, nor Spaniards for saying "Nueva York", nor the French for saying "Angleterre".