Officially we do, but lots of people make it sound more like 'aluminyum", still distinctly British rather than American, but not said in a way that someone unfamiliar with the spelling could guess it was 'ium' at the end.

I've got a fairly plain accent, fairly close to Received Pronunciation or BBC/Oxford English, Americans never have a hard time understanding my pronunciation, and even I sound closer to 'aluminyum' or maybe 'aluminiyum' more than a clean 'aluminium', though it still sounds much closer to correctly pronounced British word than to the American version.