With series like Erikson's Malazan Books of the Fallen, I rely on the glossary quite a lot -- every time a new place, person or race pops up, I have to flick to the back to get the brief details about what they actually are. This at least saves from an info-dumping chunk within the narrative and is there as an easily accessible reminder, but when you have to continuously flick back and forth to remember who's who, who's what, who's where it can be tiresome and off-putting. I don't think I'd refer to one that was solely for pronunciation purposes -- as others say, as the glossary is usually at the back, by that time I've already decided how to pronounce things. Indeed, often my pronunciations aren't even close -- with all the exotic names you seem to find almost constantly popping up in fantasy, I usually just invent a name that is somewhat close to the written one
But that's me.