Sorry, I didn’t get you before. Pronouncing something with an accent that you can’t really control is one thing. My (married) last name is Spanish in origin, and I unapologetically pronounce it in my regular Chicago accent, because I literally can’t pronounce it the way my Spanish-speaking father-in-law did (as does my husband, who also does not speak Spanish). I thought you were talking more about what the OP said they do, where they purposefully pronouce “Favre” like it is spelled, vs. how the owner of the name pronounces it.
Perhaps what everyone will agree on is that the speaker should be given allowances for their own native phonological system, but the speaker should make a reasonable effort to approximate or respect the name-holder’s preferences within those constraints.
At least when talking directly to the name-holder.
But in the general case, it is fairly odd to demand the analogue; for example, moving from people to countries, nobody can reasonably say that English speakers ought to be saying “May-hee-koe” [mehiko] or “Pah-ree” [pari] or such things, even if they would be better approximations of the native pronunciations of “Mexico” and “Paris”.
Well, the OP’s pronunciation is wrong in any accent. But I am saying it’s not wrong to pronounce it the French way, even if Brett Favre himself doesn’t. No word has a single, universal pronunciation given variations in accents, languages, and individual variations in speech. That includes names.
It was pointed out before that Dick Cheney pronounces his name [tSini]. Most of the rest of us pronounce it [tSeIni]. Such variation is fine with me and includes people who want to pronounce “Favre” like it is pronounced in French.
Interestingly, I worked with two people named Nguyen: both had grown up in Vietnam. One had reversed the order of his surname/given name upon moving, the other hadn’t, so one used Nguyen as a first name and the other as a last name.
Both pronounced it “win.” No sign of the N or G (swallowed or otherwise).
I think I pretty much agree with acsenray except for the situation where you’re talking directly to the name-holder and they would prefer that you refer to them with a particular pronunciation which is within their native phonological capabilities. I would find it very jarring and a little rude, for example, if Dick Cheney asked that people address him as [tSini] and yet someone insisted on addressing him as [tSeIni]. Call him whatever’s most natural for you in other contexts, but when speaking to him, if there’s some pronunciation he wants you to use (he may not actually care, but if he does), then you really should make the effort, once requested.
To the best of my knowledge, though, few of us are ever directly addressing Brett Favre, and he isn’t very uptight about the pronunciation anyway.
Mount Everest is another example. It was named after the surveyor George Everest, who pronounced his name “EVE-rest”, but the “correct” pronunciation is now universally considered “wrong” when applied to the mountain.
Another example: Jets receiver Laveranues Coles, pronounced “Lah-ver-ni-us”.
And Robert Louis Stevenson would have pronounced Jekyll as [dZik@l] but most people now say [dZEk@l].
Sorry, I don’t mean to be such an idiot, but I guess I am anyway! Still, “favre” will never be “farve” for me! I’m a f***ing idiot to those across the pond, anyway!
Well, screw them, and God bless America!
A reasonable compromise might be [fav], so you’re not violating the spelling and your not using a Frenchified pronunciation. It especially works if you’re non-rhotic.
The absolute limit of French name craziness the work of the singer Mary Gauthier hands down. She pronounces her name Go-shay, which would be correct if only her name were “Gauchet”. Talk about confusing…she substitutes the French pronunciation of a different French name for her own.
Regarding “favre”/ “farve” one has to admit that “farve” actually sounds closer to the original pronunciation than what people would say if they didn’t switch the “v” and the “r”. In that case they would undoubtedly say “faah-VRAY” with that unbearable excessive accent on the last syllable that some people seem to think all French words need to have.
Now, can someone tell me why Colbie Caillat’s last name is prounced “cuh-LAY” instead of “KAI-yut”?
Don’t forget the saints: “Sinjin” for “St. John” and “Sinclair” for “St. Claire.” 
Also, Scotty Nguyen , when talked about in the poker world, is pronounced “win”. Scotty Win. Before hearing this pronunciation, I always thought it went “na-gwin”.
And don’t get me started on Geoff. If this is how you spell your name, you’ll still get a “hello, is this gee-off?” from me.
The absolute limit? It’s hardly much of a stretch to pronounce Gauthier as “Gauchet.” In certain pronunciations of French, the “thi” combination would be pretty close to the English “ch,” from which a slide into an “sh” sound is really not that strange.
I had no idea, actually, how it was pronounced. I would have said “salt”. I’ve only ever run across the name in print; I just now had to look it up to find out what it’s “notable”-ness was all about.
I’d think, however, that the game writers would have checked first before just using any old pronunciation.