And I assure you we learn the "th" the first year we get taught English in school. For course not everyone can master it, that is clear, there are even people who say "ze" for "the" but the point is, it is in general not hard for us to adapt it. And I can assure you out voice actors are very talented and do their job for a long time now. Sephiroth's voice actor, Simon Jäger, is a very talented, one of the in my opinion best voice actors in Germany, yet he pronounces Sephiroth as Sephirottt. The reason is not those people not being able to pronounce an English th, I can assure you that much. They saw an existing word and that it normally is pronounced Sefirot but not that for this individual case Sefirot is marked to be meant with what you know as the "th" sound, reflected through the "su" katakana in Japanese.