because even in mandarin, there are pronunciation differences - the whole shi / si fiasco that occurs in the sout, for example.
that said, when i try to be snobby and say it properly, i tend to pronounce the x's more like x's should be generally. which i cannot type for the life of me. i guess sort of like making an sh sound without pushing your lips out.
i think you win extra bonus points if you do the tones correctly.
I can understand the different pronounciations in China, but the band is named after the movie, right? And since the movie is named after the main character, it seems to me that the easiest way to learn the "correct" pronunciation would be to just go rent it and listen to how they say her name.
maybe the x's are silent and the vowels can then be strung together to pronounce a "ooooooohhhh" sound. this way everyone wins. and arnold schwartzenegger is the worst actor in the history of film making.