You do realize your post listed another celebrity that intentionally has his name pronounced incorrectly, which isn't the same thing as have a different pronunciation but same spelling for a name -- which is the case for Steph.

I love Stephen Colbert, and have been watching him since his Daily Show appearances, before the Colbert Report, and of course before his current and "out of character" late night show. Colbert is a name we all pronounce (when referring to the hilarious talk show host), the same way we pronounce Rudy Gobert's last name. (With respect to the how the t at the end of each surname is silent, obviously, but just wanted to clarify here).

When Stephen Colbert moved up to the big leagues in the late night talk show circuit by taking over Letterman's iconic run on CBS, he knew that he rose to stardom under a character & slightly different name/alias, ("Colbert", rather than how his surname was always pronounced by himself & his family etc. as how it looks on paper, "Colbert." Just say "Colbert" out loud and you'll immediately be like, "WTF no his name is, "Stephen Colbert!") Rather than force his devoted audience members that loved him for his Comedy Central CHARACTER to suddenly embrace him on a new network, doing a new show, where he's NOT in character, and therefore must pronounce his last name as he's always done his entire life by saying the "t" in Colbert, *he just embraced the mispronunciation of of his name as not to give his Comedy Central fans, (for anyone for that matter), reason to assume he'd be boring or less entertaining while being himself/out of character for the next several years.

So that's just an example of how it's not only logical to use an alternate pronunciation with the same spelling of an otherwise common or "less-appealing" first and/or last name.

So now back to Wardell Stephen Curry II.

tl;dr - Even if you don't read or consider any of the Stephen Colbert content I discussed above, I can still tell you why Steph has always had the alternate pronunciation that seems to irk you so much, OP. His father was a great NBA 3pt shooter, and Steph was named after him. So as a kid, Steph must've ruled out "Wardell" because of the obvious reasons & not gone by, "Dell," because his father was already Dell Curry, so that shit would be a lifetime of dealing with the annoying instances that would occur daily -- when someone is talking to one of them but both need to be listening every time they hear, "Dell," to see which person is being addressed or referred to, etc. This still matters if he grows up to make the NBA or not; anyone in that situation can tell you how fucking lame it is being a new person who owns their father's exact namesake. LAST OF ALL, he's left with, "Stephen," since we just ruled out Wardell or Dell, (and no Wardy or Delly Curry are NOT options if you are a kid choosing your preferred name/nickname haha). Gee, would I rather be a Steve or a "Steven"/(Stephen), OR, would I take the best option available and go by a legit alt. pronunciation of the middle name? It's not even close. AT LEAST he didn't insist on saying it w/ an inflection that would suggest it's spelled, "Stef-ahn." That'd be an unforgivable level of cringe.

extra short tl;dr - get over it. He made the correct and only choice available when he was young & preferred to go by Stephen.