Way to overreach way beyond what I originally said. If I was speaking to someone I knew was Dutch, of course I would (try to) say "København." Then they'd probably laugh at me and we'd agree to call it Copenhagen. :P
Or if I want to read your view in the worst possible way-- similar to how you've read mine-- "People who use the established pronunciation of a loanword or place in their native tongue are wrong. We should always seek to find where we are using words of foreign origin and correct them to be perfectly pronounced in their original tongue, even when this causes confusion and isn't helpful to people from the original place. Japanese gairaigo should be abolished and they should just say those words in the correct original English (or German or French). And those damn Frenchmen should stop calling the place I live Californie dans les Etats Unis, which is nothing like how I say it, and should stop calling me 'Michel' which sounds a whole lot like the female version of my name"