That joke out of the way, as a dual-citizen and polyglot my observation is that it is usually Americans giving other Americans shit about pronunciation. It’s perhaps (like you say) a form of jostling around how virtuous you are. Perhaps layered on top of some insecurity around how much of the world you got to see.
Suppose an American guy named John comes to Finland. Should he still continue spelling his name as "John"? Or should he take the pronunciation as given and start spelling his name as "Dzon"? Or should he adopt an equivalent local name, such as Juha, Janne, or Jani? Or should he go with a traditional version, such as Johannes or Juhana? And what happens if he changes the spelling but his American passport still uses "John"?
The opposite extreme would be cases like Korean, with its own writing system not used anywhere else. Therefore, once an American name is written in Korean letters, there's no ambiguity in how to read it. So Los Angeles is 로스앤젤레스 ro-seu-aen-jel-le-seu, and everyone who can read Korean knows exactly how to read it.
Except... how do you determine which spelling to use? The sound systems are so different that there are usually no clearly correct matches. Also, how do you really know how these names originally sounds? Should Nevada be read with a long "a" or short "a" in the middle? You see a name Charles in an article, is he an Englishman or Frenchman (with different ch sounds)? Should we consider Einstein a German physicist, or an American one?
Two book publishers make two different choices, and you end up with the same people's name written in two different ways.
So, basically, there's no easy solution. You either pay the cost when you're reading (as in English) or when you're doing the transliteration (as in Korean).
It also feels very silly to change the spelling of a word or name when two languages share an alphabet, even if it makes it a little less phonetic.