No, I don’t find it embarrassing or bothersome. I mean, when I look at various ways of romanizations of names of people from the Chinese-speaking world, or from Japan, Korea and Vietnam, I would much more focus on what their own names could be written in Chinese characters, or Hanzi, Kanji, Hanja or Hán tự, since the Chinese characters are a crucial cultural linchpin which could connect them.
So, whether 李 is written as Li, Lee, Ri, Yi or Ly doesn’t matter, the way of writing 李 in Hanzi, Kanji, Hanja and Hán tự remains the same. For instance, when I hear the name of a Korean actress Lee Young-ae, I would think her name in Chinese, i.e., 李英爱. Of course, her name could be written in Pinyin as Li Ying’ai. And when I hear the name of a Korean actress Lee Mi-yeon, I would also think her name in Chinese, i.e., 李美妍. And her name could be written in Pinyin as Li Meiyan.
Here is a picture of Lee Young-ae.
Here is a picture of Lee Mi-yeon.
And they share the same surname 李, with a mainland Chinese actress 李一桐, which is written as Li Yitong in Pinyin. And you could also see Lee in the names of overseas Chinese, such as, Bruce Lee, or 李小龙 in Chinese. And this Chinese name could also be written as Li Xiaolong in Pinyin. He was also known as Lee Jun-fan, or 李振藩 in Chinese. And this name could also be written as Li Zhenfan in Pinyin.
Here is a picture of Li Yitong.
Here is a picture of Bruce Lee.
Speaking of the surname 朴, which could be written as Piao in Pinyin and Park in the Korean romanization of this Chinese character. And there is an ethnic minority group, Korean Chinese, or 朝鲜族 in Chinese, living in China. The most well-known place among where they live is Yanbian Korean Autonomous Prefecture, or 延边朝鲜族自治州 in Chinese, in Jilin, a province in the northeastern China.
So, our folks could encounter this surname, for instance, 朴银花, the name of a singer from mainland China and also a Korean Chinese, is written is Piao Yinhua in Pinyin. And Park Shin-hye, the name of a Korean actress, is written as 朴信惠 in Chinese. And her name could be written as Piao Xinhui in Pinyin. So, you see, both people share the same surname, which is written in the same way in Hanzi or Hanja.
Here is a picture of Piao Yinhua.
Here is a picture of Park Shin-hye.