Why is "segue" such a weird word?

I mean, truly...what a weird-ass word. It's fine to say -- I'm actually a big fan of using it -- but the way it's SPELLED.

GAH.

Why isn't it just spelled segway? I mean, c'mon.

I seriously think the first time I saw this word in print I had NO clue what it was, even though I'd heard it used in conversation. Because DUMB spelling.

Kind of like macabre. Ask my sister how I said that word way back when. Knew exactly what it was, how to use it, everything...no clue how to pronounce it.

I think ever since then weirdly spelled words really grind my gears.