I've encountered a few here in South Africa, and they all pronounced the -th- , so the name sounded like ETH-nee. (Sounds like an unfinished version of'ethnic'.) This is clearly a spelling pronunciation ... but these women had no connection with each other, so their families must all have made the same error. It's a bit contentious, actually, when a change becomes official! They would have been amazed to be told their name was in any way wrong.
So, it depends on where the name is used and what the user has been used to.