Here are some similar words in that they are spelled with <י> in the Hebrew they come from, and which are pronounced as /j/ in Hebrew, and which are pronounced as /dʒ/ in English:
- Jehovah
- Jah
- Jeremy
- Judah
- Jacob
I think that's expected, since there must have been some kind of sound change in English, also affecting the words "John", "just", "juvenile", "injury", "prejudice", etc. For some reason, this sound change must have not affected the word "Hallelujah", despite its being at least as old a loan as some of the other examples.
Best Answer
This is only a partial answer.
The pronunciation of these names was not directly loaned from Hebrew pronunciation to English pronunciation, and the /j/ to /dʒ/ change is not an English sound change
The sound change that created /dʒ/ from /j/ did not occur in English, but rather in certain Romance languages as they developed from Latin.
Latin /j/ in word-initial position regularly developed to /ʒ/ in French. An example of this change is French jeune /ʒœn/ "young" from Latin juvenis (which started with /juwen/). Because of this, /ʒ/ is the regular pronunciation of the letter J in French—not only in inherited words like this, but also in learned words that were "borrowed" from Latin, such as judiciaire, where the retention of the consonant d shows that the word was not inherited directly from Latin to French.
Even though the modern French pronunciation of the letter "J" is /ʒ/ rather than /dʒ/, it is thought that an earlier intermediate stage of the /j/ to /ʒ/ change was /dʒ/ (as in modern Italian giovane /ˈd͡ʒovane/). Since many English words of Latin origin were taken from French or from French speakers, the French feature of pronouncing /dʒ/ for "j" became an established part of how English speakers pronounced Latin words.
The pronunciation of "j" as /dʒ/ can apply to words that didn't come from French or from French speakers, but though analogy, not as a regular "sound change" in the sense that linguists use the term. The use of "j" = /dʒ/ in the established pronunciations of some Hebrew terms and names could either be because of analogy, or in some cases the English pronunciation might be based on a French or Latin form of the name; I don't know enough about the history of how these names were transmitted to be sure.
Hallelujah/alleluia is used with /j/ and not /dʒ/ in French alléluia
"Hallelujah" seems to be a special case, although I'm not sure of the reason. It coexists with the spelling "alleluia", which uses "i" instead of "j". We can't reliably distinguish these two letters in historical sources, because the I/J distinction is relatively recent, but another spelling variant that the Oxford English Dictionary says used to be used is "alleluya". In this context, I think the spelling "y" unambiguously indicates a pronunciation something like /j/ rather than /dʒ/. In fact, the Oxford English Dictionary's four earliest citations of alleluia (from the fifteenth and sixteenth centuries) use the spelling "alleluya", and the entry says that this form was also used earlier in French (it refers to "Anglo-Norman aleluia, Anglo-Norman and Middle French alleluya (13th cent.)").
The modern French form alléluia also has /j/, not /ʒ/. I don't know why. I'd guess it might be related either to the timing of when the form was loaned into French, or to the sound's position in the middle of the word between vowels.