Breaking News - I Am Not a Lone Nut

In the latest episode of Penn's Sunday School, the hosts discussed a topic that is very near and dear to my heart and about which I had assumed I was alone:  Why are we afraid to pronounce the names of other countries in our own dialect?  They even went so far as to one-up me:  Why don't we just pronounce the country the way they do?  For example, Spain would become España.  Mind blown...