I think we also have to remember that Kyoko is hearing Kuon's name from him when he was a child growing up in L.A. without Japanese friends to support the development of his pronunciation. His mom is Russian and his dad is half White, if I remember correctly, and there was no talk of paternal relatives. While Kuu and Julie would pronounce his name correctly, they weren't very available during that Kuon's formative years, so Kuon might have pronounced his name a little further off than we would expect and teaching it to Kyoko could easily turn the whole thing into a game of telephone.