It's like how Nevada residents _insist_ on the incorrect pronunciation of the name of their state[1]. I go with the "when in Rome..." philosophy -- I say it wrong when I'm there, too.
It is correct because it is codified. The State of Nevada once had a very detailed web page explaining why the hard A is correct. In some state documents, you will even see it written Nevāda. (iOS doesn't seem to have the proper glyph.)
Meanwhile, both Wilkes-Barre, Pennsylvania and Los Angeles, California each have four correct pronunciations.
(I prefer the "Los Angeleez" variation because that is what I first heard on KHJ.)
It wasn't until flying into Seattle that this east coaster learned of oreGONN. Which is surprising because I'd always pronounce the game title that way. In any other context I'd say oreg'n. In general east coasters lean on the 'schwa' much more. https://en.wikipedia.org/wiki/Schwa
https://www.wikihow.com/Pronounce-Oregon