Yes, for sure, in the end you should call people what they want to be called. I know lots of Chinese people who chose an English name rather than put up with hearing their Chinese name horribly mangled all the time, and I know other Chinese people who prefer to go by their Chinese name and coach people how to say it properly. Or as close as we can get.

In my case sometimes people have trouble with 'Sean' (Irish for John), so I just tell them to say whatever style of John they're most comfortable with. Since it's a biblical name they'll have heard John before in their own language and have access to something familiar.

But mileage does vary indeed.