This is a habit of some Japanese students as well, but personally, I find it rather silly when people choose a name from another language instead of using their own. To me it shows disrespect for one's own culture and a kind of fawning on the the other language's culture. I never call my students by their 'English names' but always take the time to learn their real names.
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Huayi electronicit's hard to pronounce it for foreigner.That is the very reason you should use it and teach it to them.