About 30% of people worldwide use a language that's not written in Roman alphabet.
Additionally, being written in Roman alphabet doesn't neccessarily mean it's clear how to pronounce it. Hungarians calls their country "Magyarország", but unless you know Hungarian, you will be surprised with how it's pronounced. Same as "Chenonceaux", "Tekirdağ" or "Crkvina".
Worcestershire.
Those are especially pathological cases, and not especially relevant to this discussion, as the romanization rules are explicitly designed to be consistent.