Or even his name is pronounced as Cassono-shi !
I do understand where you’re coming from. But think of this. Every language can adopt some words from other languages, and there are lots and lots in English: French (fiancé), German (angst, kindergarten, sauerkraut, bratwurst), Italian (pizza,opera, cappuccino), Indian (bungalow, jungle, pajamas), you name it - and let’s not even mention Greek and Latin.
But these loanwords are used by integrating them into the English sentence without changing anything else. Just the word. Not adopting the foreign language syntax around that word as well. Neither using the original language’s plural.
For instance you say “We ordered two pizzas” (English-style plural) and not “two pizze” (correct Italian plural). You say “I had two bratwurst for dinner” and not “two bratwursten”.
That’s how integration works. You treat them as if they were English words*.
If you were to use them as they are used in the original language in an English sentence, it would be super-weird. It would be as if you were talking in a different language for a bit, and then coming back to your own.
The only case where aficionados make Italian plurals is in the world of opera and music. They make a point to say “Brava!” instead of “Bravo!” to a female singer and “concerti” instead of “concertos” - but this is seen by many as affectation.
*Sometimes English even gets the word wrong. They talk of “one zucchini”, when in Italian zucchini is the plural of “zucchina”. And you will hear “Make me a cheese and tomato panini”, meaning only one, whereas panini is plural of panino (=small bread). Same for “salami” (singular is “salame”, plural “salami”) and “lasagne” They have taken the plural as if it were a singular, which to Italian ears is absurd! But it’s a basic stupid mistake, no comparison to the position of “oppa” we are talking about.
Two Bratwürste. 
In German we have Germanized foreign words over the centuries, see here for example:
Only linguists or people like me who google a lot would still recognize them. Recently we tend to take them over like this, but we also get it wrong with the zucchini, sorry. : https://www.duden.de/rechtschreibung/Zucchini#grammatik
In Hungarian, too, the family name comes before the surname. But if Hungarian names appear in the news, they are announced as is customary here. Otherwise, you would have to say each time: By the way, the last name is not Zsuzsa, but Koncz.
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Hello!
The family name, is the surname, do you mean the “first name”, or “christian name” comes before the surname? 
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the first/christian name, I was mistaken
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See what happens when I am too sleepy to look it up!
I understand that loan words go through minor changes in different languages. Also, I said it bothers me to see Korean honorifics before the proper names, from a Korean speaker’s point of view. However, I don’t think the examples you’ve cited above quite capture the discomfort felt by Korean speakers when they hear “Minho Oppa” but see it written as “Oppa Minho”. Although hypothetical, it is closer to how French speakers would feel if they hear “femme fatale” but see it written as “fatale femme”.
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