Pretensious pronounciation

Have you noticed how some journalists - and other rather pretensious people (have I spelt that right?- meaning people who put on airs & graces) tend to try and pronounce foreign place names in a "foreign" way?? So instead of the English "Baghdad" (Bagdad) they say "Bugdad". And "Bassra" instead of the English Bazra. And "Bungladay-ish" instead of "Bangladesh." There was a tragic earthquake a couple of years ago in a place called Bam, and people insisted on pronouncning it "Barm". What's wrong with English?? (OK, I say Ma-Yor-ka, not "Ma-Jor-ka" so I suppose I'm as bad!