Have you ever seen some whitebread squarestater try to pronounce an “ethnic” name? It’s like you asked them to work out the cube root of an eighteen digit number in their head - not only are they incapable, they’re a little insulted that you expect them to try.
While you may be a bit miffed at having to call Sandeep “David”, you’re less likely to be an obvious dick about it than Bubba J. Hogwallow from Weedbark, Arkansas would be when asked to address Sandeep by his real name. Fake American names are the path of least resistance for these folks, and I can’t blame them for taking it.