chrismachine wrote:Germany? Holland/Netherlands/Pays Bas (in French)?
I think, if anything, the norm is to localize country names. It's a bit weirder when town or city names are translated (München to Munich, Göteborg to Gothenburg), though, as things don't usually go to that level of detail. I imagine that when it does, it's due to the place being significant enough to the other country to be talked about a lot, and its name being incompatible enough with the language to be worth translating.
If you're talking about mere pronunciation, that may be more a combination of poor education and people speaking in the manner that comes naturally to them. Every language has a system of rules and patterns and prosody and so on that dictates more or less how a sentence in that language will sound. Words and phrases of foreign origin, unless they are still conspicuously on loan, will be assimilated into the form of the host language.
I find it quite interesting that people will often affect an accent when using foreign phrases, intending to give an air of intelligence and sophistication, but on the rare occasions I hear someone speaking a foreign language say an English word with English pronunciation it sounds amusing and kind of ridiculous. I wonder whether it's because I view the English language as being rather base and uncultured (which would be rather silly, but I do have a tendency to feel badly about any group that contains me).