It's not uncommon to have various diacritics in loanwords; e.g. über, führer, señor, façade, crème brûlée, or proper names such as Schrödinger, Gödel. All of these can be spelled without the diacritic too, but also with it.
Native English speaker have literally no idea what umlauts means. And the connection between how a word is spoken vs how it's spelled is tenuous indeed. So really there isn't any point.
This is the important part. Sure, go ahead and add whatever decorations to the characters you want. 99%+ of us will have no idea what they mean and treat them like they don't exist. Pronouncing those isn't taught to the vast majority because they are not even remotely commonly used. What use is any extra indication when nobody knows what it means?