It's absolutely not the same way, because Юрий is in different writing system. There's widely accepted tradition that names originally written with Latin lette

It's absolutely not the same way, because Юрий is in different writing system. There's widely accepted tradition that names originally written with Latin letters are preserved as is in other languages using Latin letters (with exception of diacritical parts). Which makes a lot of sense, actually, because you at least know that's the same person/place whether it's in Hungarian, or French. And you can't enforce proper pronunciation anyway.