To begin with, Jorge spent a lot of time in the US (California) when he was younger, so it makes sense that he picked up some more American habits. Keep in mind that he probably encountered many people who used the American pronunciation, so it might've been easier to go with it. You have to remember that he was with the cartel and wanted to fit into American life as best he could without standing out.
There might also be an argument that since his childhood was difficult, Jorge wanted to shed his former identity in some small way. After all, his parents named him, so changing the pronunciation might be a form of rebellion, symbolic of his separation from his family. After all, it's a touchy subject with him, which indicates a very personal reason for his insistence on English pronunciation.
As a writer, I'm slowly learning more and more about all my characters, and I wouldn't be surprised if there's even more to the story that I haven't learned yet. Some characters aren't forthcoming, and sometimes they can surprise you.