Fair, so let me clarify: the pronunciation has always been 'turkey-ay', and most other cultures/languages pronounce it correctly (by which I mean in-line with how native Turks pronounce it). English is an outlier.
On the whole, English tends to be far more accepting of foreign spellings and pronunciations than any other language.
The idea that the "correct" spelling and pronunciation for a loanword is that of the source language is very much a quirk of English.
Most languages try to either change the spelling of a new loanword to match how it is pronounced, or vice versa. English tries to keep both and that's why English spelling is such a mess, because there is French orthography, Germany orthography, Greek orthography, etc, all mixed together and the only way to know how to spell a word is to know its etymology.
Imagine telling the French that the Turkish government gets how to decide how the word "Turquie" is spelled in French, rather than the Académie Française. They would die laughing.