Saya / I

I have been watching a ghost film called Seru. In it, there is this clip:The subtitle suggests the girl says:

Saya percaya benda halus ni memang wujud.
"I believe supernatural beings really exist."

But what she actually says is:

I percaya benda halus ni memang wujud.

with the English pronoun I rather than saya.

It is rather common for English pronouns such as I to be used in Malay sentences. I don't fully understand why.