I can tell you that this is not always the case. I have a relatively old (and uncommon) German name and have many friends from English speaking countries who can't pronounce my name correctly even after knowing my for many years (it contains the German "ch" sound which most English speakers and several other languages struggle with). I can't count the number of pronunciations I have heard and I have largely given up except for the most extreme mispronouncations. It's fascinating what people make up when seeing an unfamiliar spelling, often it does not even resemble the straight-forward English pronunciations, which is straight forward although not really correct.

I only encountered this as an adult and I'm not easily bothered, but I can imagine a kid or teenager feeling quite different about their name being a conversation starter after years of the same.