For example, are you going to write in to Chinese radio and news outlets and insist they use English names for cities in Anglo north America and Spanish for cities in Latin America? They use phonetically semi-close analogues for major geographical place names[1].
What about Latin American speakers and their translations of US and Canadian cities into Spanish, is that now frowned? And who cares about what a despot says a country should be called (be they Turkey or Burma)?
Do I have to say Koln instead of Cologne, Roma/Rome, Espagna/Spain, Torino/Turin? Or Myanmar instead of Burma? But, whait.. what do I do when the locals have a dialectal non-official variant?
[1]
Alabama (阿拉巴马 – Ā lā bā mǎ)
Alaska (阿拉斯加 – Ā lā sī jiā)
Arizona (亚利桑那 – Yǎ lì sāng nà) [asia, profit, mulberry, that]
Arkansas (阿肯色 – Ā kěn sè)
California (加利福尼亚 – Jiā lì fú ní yǎ)
Colorado (科罗拉多 – Kē luō lā duō)
Connecticut (康涅狄格 – Kāng niè dí gé) [health, nirvana, digger]
Delaware (特拉华 – Tè lā huá)
No, just like everyone else, they use whatever their names are without worrying even the slightest bit about whether those names are phonetically close to the native pronunciation.
I notice you forgot to list San Francisco.
But, yeah, I totally agree. Use whatever the language you're using at the moment uses. Like I'm going to figure out what the "real" pronunciation is for Ex-USSR locales...
I think it's fine, really. It's a bit odd that some countries get basically native names or romanizations thereof and some get borrowings from other languages, or Anglicized variants, so a drift toward more uniform treatment "feels" more logical in a sense. It's not as if "Japan" is any more "English" than "Nihon" would be.
In a similar vein, see the question of name ordering for countries whose native ordering differs from the typical Western order. Chinese names are almost always presented in native order in English (e.g., Xi Jinping). Korean names have shifted more recently in that direction (e.g., typical coverage of "Chan-wook Park" in the 2000s vs. "Bong Joon-ho" in the 2010s... or more directly, "Park Chan-wook" now). Japanese names are almost always presented flipped to Western order, though the government has made some noise about pushing for press to use native order. This extends beyond Asia, of course, for example Hungarian names, which are also generally flipped for use in English.
The French also use Lastname, Firstname, but I don't observe that except in France. If people want to say Jinping Xi, or Xi, Jinping, (or Macron Emmanuel, or Emmanuel Macron) I don't care. And people should be free to use whatever grammars or syntaxes they wish outside of official usage. Just like people can't tell me to say 'Going to' or 'gunna' nor are we to tell foreign speakers.
If other countries are asking us to modify our speech to pronounce things in their way, then we should ask the same of them: No hard retroflex Rs in anything that has an R in English, etc. Do pronounce the puff after plosive Ts and Ps, etc, etc...
Anyhow, it's wholly stupid. Most languages do not contain each other's sounds and will be missing some, so necessarily you need to say things in your own native way.
Just imagine telling native Chinese or Russian speakers to pronounce North American placenames the in the prevailing local pronunciation. I'll continue to say Kiev the way I learned it from King Missile.
Kind of off-topic, is it just me or is this really inconsistently applied?
Like we have Kyiv (pronounced "keev") instead of Kiev because that's the Ukrainian way... but the country itself is still pronounced (in English-speaking media anyway) as "you crane" instead of "Ooh-krah-ee-nah " which is much more how the natives would say it.
I can think of probably a dozen examples where the quote-unquote "colonial" name is still in widespread, respected use even though the "native" form would be fairly trivial to use or start using.
Like what do you do when you have a Spaniard and someone from the Catalonia region and you're talking to both? Or as you mention, a couple of Ukrainians --but remember, some speak Russian as a primary language and others only as a remote second language.
It's silly. Which of the various official languages and dialects should an English name counterpart take hints from, the dominant dialect or language, what about the ostracized local language?