So if the BBC announcers are trying to keep up with the latest Chinese pronunciation, why aren't they also saying /Pa-ree/ and /Mosk-va/ instead of Paris and Moscow?
There's no hard and fast rule - some foreign places have had "anglicised" names for centuries - some are both written and pronounced differently by locals and Brits - e.g. Cleves / Kleve, Agincourt / Azincourt, Brussels / Brussel - Bruxelles, Cologne / Köln, Genoa / Genova, Lisbon / Lisboa, Napoli / Naples, Rome / Roma, Trent / Trento, Venice / Venezia, Florence / Firenze etc.
Some are written the same but pronounced differently - Paris, Rheims. (Can't think of any more right now, there must be plenty.)
Some are pronounced the same but written differently - again off the top of my head, Marseilles / Marseille, Lyons / Lyon. These two are fading a bit these days.
It goes the other way too: If we cling to anglicised names we can hardly call those French people wrong who talk and write of Cantorbéry (The Spanish call it that too), Douvres, Londres and Edimbourg.
I think that one influencing factor is that many more British people travel abroad nowadays and have direct contact with the natives of foreign countries than used to be the case, and many more learn foreign languages and are therefore more exposed to the need to make a choice of what to say. Preference and common sense should go hand in hand here. Certainly you may not get very far if you insist on saying "Venice" at an Italian railway ticket office, especially outside the tourist zones.