It's the one letter they would have said right if they had used their normal heuristic system! And they have to switch heuristics when they get to it! It's completely bizarre!
It makes sense to me, sort of. When I read something I know is in a different language, my mind tells me something has to be pronounced differently in here. This comes to the fore when I read fantasy novels with fictional languages in them. I'm always changing how vowels sound and trying to make it sound "foreign."
I'm not sure oif this is where the j-zh thing came from, but now that I know how to pronounce it correctly, I'll try to remember to do so.