I asked my jw the same thing (well not exactly like your explanation) and he said they say it that way because of 'tradition'. Then I brought up some jw quote about how they don't do things just because of 'tradition(s)'. So naturally I had to start mispronouncing his name to see if he liked that I decided to start using a different pronunciation because in some countries they say his name that way, it is a tradition as well as language difference. He didn't like it all. I asked how he thought God would like everybody mispronouncing His name AND telling everybody else they must also mispronounce His name or be damned, err, zapped out of existence per dubland theology?
One could also replace the vowels with any of choice, jeehevee, jahovoe, etc....
You can imagine how this conversation went. Ridiculous in the extreme. In the end he decided that his fearless leaders in NY must know more than the both of us and will stick with their tradition.