> The normal use in English is to show that a word comes from German.

I can't think of any such examples similar to "naïve". Stuff like "ü" shows up in German names - and that's because the modern English convention is to not transliterate names that are already spelled in some kind of Latin script, even if it means dealing with weird digraphs, diacritics, or letters like ð. This doesn't work for Cyrillic, though.