Pronouncing the years

There is a clear-channel radio station in Chicago, WBBM, whose announcers persist in pronouncing the years since the turn of the century as twenty-oh-one, twenty-oh-two, &c. I assume this reflects station policy. My sense is that everyone else pronounces these as two-thousand-one, two-thousand-two, &c. Or am I not listening in the right places?

Since I wasn't around a century ago, I have no idea how English-speakers pronounced, say, 1905, the year my grandfather was born. I wish I had thought to ask my great-grandmother, who was born in 1881 but was still alive when he brought her for a visit in 1963. (Of course, the fact that her mother tongue was Finnish might not have made her the best source.) It could have been nineteen-hundred-five or nineteen-oh-five, or nineteen-five. Or possibly even nineteen-aught-five.

I usually tell people that I'm scheduled to retire in twenty-twenty, but two-thousand-twenty is just as plausible. How people will be pronouncing it then I don't know.