I haven't watched the anime in a long time but from the trailer for the Mewtwo movie alone I can tell the Japanese dub is probably better than the English dub. So it would make sense for people to call him by his Japanese name due to them watching that version.
When people call the pokemon by their Japanese names when they get one of the games in English then it is annoying. However when it comes to anime it is quite common to call a character by their Japanese name. --- http://tinyurl.com/ck8fqvn