I’ll admit I was rather ignorant growing up and the first time I had a conversation with someone and I pronounced Iran as “I ran” everyone roasted the shit outta me and shut me down, which like fair whatever. But my point is the pronunciation is secondary if you get the concept; that’s kinda the point of language and accents in general. If we have to pronounce every country or place as its residents call it then we should roast and ignore every English speaker that says “Germany” instead of Deutschland.
Americans have a particularly weird relationship with anything foreign. If you suggested that you should pronounce country names the same way people in those countries do in any place other than the US, no one would take you seriously.