Saila is used in Finland, but it is not very common. In 2008 it was given to 4 girls, so far this year to 3. Sie-lah is pretty much the correct wy to say it.
It's not impossible there is a Muslim name that sounds the same, though. It happens sometimes that names pronounced the same way have origins in completely different parts of the world (like, say, Italian Chiara and Irish Ciara... Or Finnish Leila and Arabic Layla).