The pronounce it in a way that violates the theory of what can and cannot be pronounced in Japanese.
Then the theory is wrong. Whatever is pronounced in Japanese can be.
I don't know if they always pronounce it "sempai".
In Japanese, "n" regularly sounds as "m" before "p". It's a rule!
If it's worth saying, but not worth its own post (even in Discussion), then it goes here.
Notes for future OT posters:
1. Please add the 'open_thread' tag.
2. Check if there is an active Open Thread before posting a new one.
3. Open Threads should be posted in Discussion, and not Main.
4. Open Threads should start on Monday, and end on Sunday.