Here is the question according to Answers.com:
Q: Why is Riccardo Chailly's name pronounced 'Shaa-yi' instead of 'Kai-li' as should be in his native Italy?
In my tour group they said 'Tchai-li' while I had been saying 'Kai-yi.' We were all completely off. Here is their answer:
A: "Shah-yee" is the French pronunciation of Riccardo Chailly's
name. Specifically, the pronunciation depends upon the country and the
preferences of the speaker. It emphasizes what the speaker seeks to
focus upon. The pronunciation therefore will be "SHAH-yee" if the
speaker wishes to honor the surname's origins. It will be "KEYEL-lee" if
the speaker wishes to honor the conductor's birthplace.
DrB: Of course this isn't what we want to know at all. The only way to know how to pronounce this Italian gentleman's name is to ask him. Wikipedia is going with the French version which is certainly how you would pronounce the French towns named this.