I wrote about this very phenomenon earlier this week, without even thinking about the Olympics. It seems to happen mostly with Spanish, frequently by people who don't speak the language. No one expects two Japanese walking down the streets of Tokyo to say "Delaware" like the locals do, so why it's considered virtuous to say "Guadalajara" (although, curiously, not "Mexico") the way they say it down there is a mystery to me.
Not sure, I'll ask my friend Jesus and get back to you.
I just started tutoring a lady in English who hails from Mexico City. She knows little English, so I pronounced Mexico like Hispanics do. She surprized me by pronounced it the way Americans do. My guess is that she's trying to be respectful here. It impressed me.