I try to focus on what others say not how they say it. So as a Swede it doesn’t bother me when I go to Ikea (pronounced Ee-keah, not eye-keah by the way — but who cares) and nobody pronounces the furniture names correctly. I, myself, pronounce the names with an American accent when I’m there.
It makes sense that when I speak English, I stick to an English pronunciation.
To me, it sounds forced when I hear Hispanics pronounce their hometowns and cities using a Spanish accent when they otherwise speak perfect English. I would never tell people I’m from Sverige when I speak English or use the Swedish pronunciation for smorgasbord or Viking or troll for instance. I’m just trying to get to know you, and speak so that you’ll understand me, that’s all.