It doesn't "have to happen", I believe people should have respect for their ancestry, and I believe pronouncing names the way they are supposed to be pronounced is part of it. If you don't think so, that's your choice.
You speak as if pronouncing names the way they were meant to be is wrong just because they aren't of English origin.
"Meant to be"? Languages change, and so do the pronunciation of names. It's not as if names are said now the way they originally were. Is that disrespectful?
I don't think you can argue the point about sounds not existing in all languages - it's like saying the Earth is flat. If you think it's a matter of respect and not just natural language patterns, you had better be doing a
lot of research to make sure you're getting pretty much every name you come across right. Every sound, no matter how unfamiliar or difficult, the correct stress, correct tone, correct vowel length (extremely difficult), etc. I guess that would even mean not pronouncing post-vocalic
r in English names, for example, but making sure it is pronounced in Irish names. And these are just a few examples. I get the feeling you don't do that. So you can see why it's just natural to adopt names into the English pattern.
I know personally if you can up to me, and said my last name to me the way it's pronounced in German, that would be disrespectful to me (unless we were in a German conversation), because it's not my name.