Xenia is from what I understand a directly borrowed word from Greek. It didn't come through french first or anything, so I see no reason to pronounce is 'z'enia. Why not pronounce as it would be pronounce in Greek: 'ks'enia
We don't pronounce xenia with /ks/ because it would violate English phonotactics (the way sounds are put together in English words) and graphotactics (the partially regular relationship between sounds and spellings), and English speakers generally prioritize these above fidelity to Greek pronunciation.
English has its own sound system which does not allow words to start with /ks/. Imported words are generally changed to fit into this system. Furthermore, in this particular case, the Greek pronunciation is almost irrelevant, because there are only a few loanwords from Greek that English speakers got by listening to Greek speakers (e.g. gyro/gyros; even that often has spelling pronunciations). Most Greek loanwords in English, especially in technical fields, are derived from the written word (in particular, the Latin transcriptions of Greek words).
The Oxford English Dictionary says the word xenia, in the sense "A supposed direct action or influence of foreign pollen upon the seed or fruit which is pollinated," was taken into English from Latin xenia.
Most people pronounce rare Graeco-Latin words like this based on their spelling. The standard way to pronounce the letter "x" at the start of a word in English is /z/. The standard way to pronounce the letters "ia" at the end of a word is /iə/ or /ɪə/ (depending on the accent). The standard way to pronounce the letter "e" in the context eCia (where "C" stands for any single consonant letter that represents a single consonant sound) is /iː/. Put them together, you get /ziːniə/ or /ziːnɪə/. Most English speakers don't know what the pronunciation is in Greek; many of them don't care, and others (like me) don't see any reason why we should try to pronounce recent loan-words from Greek exactly like in the source language when there is a familiar pattern that has already been established by older Greek loan-words. The pronunciation of words already changes over time anyway; what's so bad about it changing in the transition between different languages?
Personal names are a different story. They are associated with individuals who are probably used to hearing a particular pronunciation. So English speakers often try to approximate foreign sounds in personal names. The extent to which people are capable of and willing to doing this varies, though.