Mainly because you're incorrect. The 'fi' 「フィ」 kana is not used in 'Fire'. 'Fire' in katakana is 「ファイア」 (faia). Therefore, you would pronounce it almost like you would in English--
「ファイア」 (faia) = Fire
「ファイラ」 (faira) = Fira
「ファイラガ」 (fairaga) = Firaga
「ファイラジャ」 (fairaja) = Firaja
「ブリザド」 (burizado) = Blizzard
「ブリザラ」 (burizara) = Blizzara
「ブリザガ」 (burizaga) = Blizzaga
「ブリザジャ」 (burizaja) = Blizzaja
I'm not exactly sure what 'Thunder' is when changed to katakana though. But these examples should give the main idea. However, since most spell names are in katakana, I just pronounce them in English.