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It depends how familiar the word and pronounciation is to us over here. For example croissant, most people pronounce it kinda-frenchy like cwasson and it's noticeable if someone goes full English crassont. It gets more complex when you go to pain au chocolat, I was raised saying it the French way but a lot of people go for the middle ground of chocolate cwasson. Beyond those very familiar foreign words you come across as a prick pronouncing in it's own countries accent. See Rob Hatch, he probably has an internal debate whenever he has to say the name Barcelona whether to go Catalan or other Spanish. My argument for anglicising most common foreign words is there does it stop, should we say Paree rather than Paris?
I always find this debate about criticising how another person pronounces things says more about the person criticising. It shows their inability to embrace differences or to consider another persons cultural experiences. Even in the UK we have regional variations of bath or scone.
I lived in Norway as a child and learned the Norwegian pronunciation of IKEA. I have been criticised for using that version but it is how it sounds in my head when I read it and also when I utter the word. There may be people whose first encounter with words was in their native setting so why should they anglicise how they say the words?