I think it's a mass misunderstanding of how to pronounce 'Monsieur'.
I grew up saying 'Mon-shzure', but that was my using English to say it and not having anyone around that said the word regularly.
Unfortunately, when they did the original Who's Who series and they'd have a section on the inside front cover to display how to pronounce names, they didn't do it for Mallah.
Later in life, I'd hear French characters in tv shows say 'Miss-yer' or 'Miss-yuh' and I just assumed it was another word that was similar to Monsieur.
BTW... I saw something when looking this up...
What do Madame Rouge, Silver Sorceress and Crimson Fox have in common?