Haha, yes.

Iain Banks has a wee rant about this in (I think) "The Crow Road", where the narrator remarks that it's funny how all the English newsreaders who seem unable to deal with "loch" are suddenly able to cope with Arabic names like Ahmed.
As for people who will pronounce "Bach" and "Rioja" but utterly fail (or simply don't bother) when the words are Scottish, I might be wrong in this, but I tend to suspect that some people would hate to sound like uneducated fools by pronouncing some foreign language words wrongly, but they do not think that Scottish words are worthy of the same respect.
Grrr, I say.

(with proper Rs)