Ridiculous. I have never heard anyone say "choo choo" of all the things to worry about pronouncing. 出去 is not one of them.
my guess is you are not a native english speaker (or your chinese is so bad you can't tell the difference between "出" and "去")
Having been in classrooms full of Chinese language learners (as one myself) and listening to the mispronunciations of westerners for 12 years, the distinction between "出" and "去" is profoundly difficult for most.