It's two abbreviations joined together Num- and Py- so they keep their pronunciation. You'd have to ask why is Python pronounced as "pai"? Another example with similar pronunciation is Pythagoras. That's a less easy question to answer due to words like pyramid, pygmy that start with a reduced i sound (sorry can't type IPA on my phone).

When you have a consonant and a Y, it's generally quite common for that Y to make an "ai" sound. Like bylaw, dynamo, kyle, lying, rye, xylophone. So I'd say that Python's pronunciation is unexceptional.

In the case of pyramid, it comes from French pyramide so it follows the pronunciation of French. It's worth noting that both pyramid and pygmy have alternate/misspellings that use "pi" which shows that their spelling as "py" is not very natural to native speakers.

Wish people would pronounce regex with the same logic

Don't they? I always used that rule and pronounced it as in REGular EXpression. Do people say it differently? Like a soft g and long e like in "regent"?

It is easier to make the "j" said for "rejex". The "g" sound is more effortful (it is "made" more in the back of the mouth, compared to "j"). Laziness wins the day again on pronunciation xD

I would pronounce it “regular expression.” I can see shortening it in text, it is a lot of letters, but reg-eks seems only marginally shorter than “regular expression” and the latter has normal, easy flowing words without weird stop in the middle. “Reglr spression” “Regula espressen.”

Yeah, where did rejex even come from? Perhaps, people don’t know that it’s regular expression?

Interesting. Both python and pyramid most likely come from Latin though, and in both Latin and French the "py" python is pronounced the same as the "py" in pyramid. So there must be more to it.

The pygmy pyromaniac in pyjamas drove the python from the pyramid with pyrotechnics.

I say num-pee because it sounds more funny. It's a good contrast to the cold, lifeless, calculating heart of modern scientific computing.