I found that English native speakers just speak out the letters when saying i.e., e.g. (the abbreviations). Are there any abbreviations or acronyms that you'll naturally say it in its full pronunciation instead of the initial letters?
Most acronyms are by their nature "pronounceable" and as a result they are generally spoken as if they were a word -- SCUBA, TARP, and NASA, for example. If, however, the acronym or abbreviation is not pronounceable then you will usually hear the letters spoken -- IUD, DHS, ICBM, etc.
True abbreviations are less likely to consider their pronunciation. Things like etc., enc., i.e., and e.g. for example are either completely pronounced like "et ceterra" or their initials are pronounced like "i.e."
There are three types of abbreviations (I am paraphrasing passages from Editing Canadian English, 3rd ed.):
True abbreviations or suspensions. A true abbreviation is a shortened form in which the end of the word is dropped: inv. for invoice and eng. for engineer. A suspension is when the middle part of the word is dropped: Hz. for Hertz and Dr. for doctor.
Acronyms. A shortened from in which the initial letters or part of a compound term stand for the compound and are usually pronounced as a word: PIN for personal identification number and FUBAR for fouled up beyond all recognition.
Initialisms: An initialism has the same construction as an acronym, but is usually spoken letter by letter: NFL for national football league and ATM for automated teller machine.