19th-century English teaching traditions involved truly brutal language-Anglicizing, phonetically, and many have continued as ordinary usage to this day. Latin and Greek were both susceptible, so one often hears the names of the ancients pronounced in a grossly inauthentic way. I suspect that was the origin of what I call fraternity-Greek when it comes to the alphabet, so we end up with "mu" as the English name for the letter; I don't know why. That might be a transliteration of "μου", or mistakenly as "μυ", either of which might be turned into "mu" in our alphabet, but I've never seen seen it that way in actual Greek. If it ever were that way, though, the true Greek pronunciation of "μυ" would still be "mee" rather than the frat-style "myoo". But hence the confusing mismatch.