Then again, Hallelujah is itself not a truly native English term. Christian terminology has had a way to override rules for native words in most European languages.

The introduction of J, as of V, as of W, and as of a few other oddities (Ç, Ñ, ß, Ł, Ș/Ț, İ/ı, Ő/Ű...) tells more about the cultural power of the adherence to the Latin alphabet as standard than to a true compatibility of Latin phonemes with vernacular European languages. Then again, after centuries of strong written traditions in several of them, most of those letters have predictable values most of time.

My own nickname is of course one of those words where the value of J isn't the normal English value.