it's a sign of education and culture to be able to pronounce foreign words with the 'proper' accent. i always pause when ordering a wrap: should i pronounce 'boursin' as 'boor-sin' (the americanized way), or 'boor-s[highly nasalized I]' (the french way)? i usually opt for 'cheese spread'. ditto for croissant.
but you'll never hear a professor pronounce the t in 'Foucault.' we need to know they have the education to know how it's supposed to be pronounced. some go so far as to glottalize the 'r' in 'Derrida.' and the difference between the 'a' in 'ash' and the 'a' in 'father' is very pronounced in 'Althusser'.
but it's an english speaking class. we haven't read the texts in french. we have no claim to linguistic authenticity. there are certainly enough non-english words in the language that we have no qualms about pronouncing english-ly. what gives?
i think words have always been a status symbol. the idea of 'proper' changes over time and given context. 'pronounced as in the native language of the word/name' hasn't always been the same as 'proper', i imagine. but when 'proper' (whatever it means) is linked to education, style, intelligence, the use of words takes on more meaning than simply their meaning.