They are right. It's pronunciation is /inneyo/. But I do understand why it sounds like /indeyo/ to Korean learners. When you say /n/ sound in English, you put your tongue behind your upper teeth but Koreans put their tongues slightly lower than that. Actually almost between your teeth but not like English 'th' sound. That is why it sounds like /de/ not /ne/. It is abruptly sounded compare to the English /n/ sound. Hope it helps!