I think there are a few reasons why the Re-ah-na pronunciation persists, one of which I thought of while watching the video. She says paparazzi with "rat" in the middle not "rot," as I think most (American) people pronounce it. So if you heard her saying her own name correctly but then also heard her pronounce other words with an accent that's different from your own, you might then "correct" the pronunciation of her name so that you're saying it in your own accent. (Not that I think this is a good reason, necessarily, just a logical unconscious one.) I think the biggest culprit is that you hear it out there pronounced the other way. The-Dream pronounces it the wrong way in the song she is featured on.
A lot of people just let others pronounce their names wrong because it's easier, celebrities and regular people. I have a friend who introduces himself with a different pronunciation for his last name from what his family uses.