Improperly pronounced in the West

Extract from Insight guide to China, 8^th ed 1998, p 156 :-

The third Ming emperor, Yongle, is credited with the planning of the capital. In 1421 he moved his government from Nanjing to Beiping (Northern Peace) and renamed it Beijing (Northern Capital).  Improperly pronounced in the West, the city became known as Peking, a name that persists in such instances as Peking duck.

It’s this improperly pronounced in the West business that gets my goat.  How do we pronounce the capital of France? Sweden’s largest port?  Sweden itself for that matter or Germany or Spain?  The capital of Austria?  The principal cities of Italy?  Are all of these improperly pronounced?  If so it ought to cease forthwith.