Oh, well, correct, Spanish perro would be пэрро. The name Perrault is Перро and it's clear Е, not Э. But Pierrault would be definitely Пьерро, because of the i.

Also, sometimes in borrowed words everyone writes Е like in the original but pronounces Э, especially in the Western part of Russia. IDK exactly the reasons, may be it's just disgust for the letter Э, may be it's Ukrainian and Belarussian orthograhy influence, where Е is pronounced like Э.