Yes, I do.
When I am in US, (I live here in Florida, US) I say "NaiKon" like everybody says.
If I am speaking to Japanese folks, I say "KneeCon" but "ee" is actually NOT a long "e" as in "knee"... but short "e" as in "each"
I pretty much pronounce all Japanese names and words as most Americans do. Not only does it prevent me from needing to explain/repeat every time, it's actually easier to say it in middle of English sentences. I am not a linguist so I cannot explain why but it's true.
Strangely enough, I also pronounce my own name differently. Again, it's easier for me to say it and easier for people to hear it.