The American pronunciation of masseuse - massoose comes as a bit of a shock.
By the way, my understanding is that when somebody first introduced inexpensive electrically-extracted Al (the element) in the US they brand-named the product “aluminum.” So the reason we don’t pronounce it “aluminium” here is rather the same as the reason the British pronounce vacuum cleaner as “hoover.”
I remember asking for a phone number from a gal from India once who replied something like “845-not 7 not 2” and we then spun around in a “who’s on first” type bit for some time. Me asking for a repetition (her repeating without change), then me inquiring “not 7?” (her confirming), then me asking “how can I write not 7”, she repeating “It’s easy; naught, 7…”, me being further confused saying “but I’m not writing 7”, her replying “why not?”
It literally took us 5-7 mins trying to figure out if the other was goofing or crazy.
The British scientist Sir Humphrey Davy first isolated aluminum/aluminium in 1808. He first proposed calling it “alumium,” but later changed it to “aluminum.” In 1812, another scientist named Thomas Young proposed that it should be called “aluminium,” which he said had a more classical sound (whatever that means). Most of the English-speaking world went with Young’s suggestion. However, Noah Webster used the “-um” spelling in his 1828 American Dictionary of the English Language. Outside of scientific circles, the “-um” spelling had become more common in the U.S. by the 1860s.
In 1866, Charles Martin Hall and Paul Héroult invented an electrolysis process for extracting the metal. They used the “-ium” spelling in their patents, but used the “-um” spelling in at least some of their advertising. By that time, the “-um” spelling was in widespread use in the U.S.
Orcenio, that’s brilliant, genuinely made me laugh out loud. 
To add to the silliness, Platinum had been isolated before that, though proof that it was an element may have been at worst contemporary, but everyone seems to agree that it ends with -inum. (At least, I’ve never heard anyone argue that it should be named Platinium…)
No, there is no such thing as “correct” and “wrong” when talking about such things. Nor is there anything approaching a universal rule for how to handle it. We may choose to use a foreign language spelling and pronunciation, or we may change it completely. Our language, our rules. The same goes for every other language on earth.
When speaking to a sentient person it is good manners to pronounce their name how they say it. For everything else it is a free-for-all. Many places can’t even be bothered to spell the name of our country the way we do, nor should they be expected to.
ETA - duplicate
Even the name thing can pose a few problems when communicating cross-accents. For instance, “Bob” in an American accent sounds a lot like “Barb” in an Australian one. I find that if I copy too literally an unfamiliar name in an unfamiliar accent, it starts to feel a little too much like mimicry