To be reminded of 'Sai Baba' which is spelled with patalo Sa, and a whole new addition of 'hi' in lieu of just 'i', they come up with totally new name. I am like why do you have to do that? Sai Baba is easy enough for Americans. 

And when someone question that they say....'Oh, that Sai Baba, no no, I have nothing to do with that' 'The truth of the matter is my last name is actually Shahi and I like people calling me Baba'. 'Because that makes me cute.'

I agree with you, dude. People come up all sorts of random things..... I 'stopped' paying attention to these nowadays.