I never noticed but indeed in France the official name is "Pokémon" and not "Pokemon". So that the pronunciation in French is correct.
Is it the case in another country to have a localized name for that?
Pokémon is the trademark (see e.g. https://en.wikipedia.org/wiki/Pok%C3%A9mon). Pokemon is common spelling in countries where keyboards don't have é and/or where people aren't used to inputting é.
It is common for brands to localize their names. E.g. Axe (the deodorant) in some countries is branded as Lynx.
Pokémon has an accent in all languages: https://en.wikipedia.org/wiki/Pok%C3%A9mon