The place of articulation of the ん often assimilates to the following consonant. Before labial consonants (p, b, m) it will often turn into ‘m’, before velars (k, g) it might end up sounding like English ‘ng’, before vowels it might be closer to a nasalized ‘y’, etc. The older variant of Hepburn romanization used to reflect some of that allophonic variation by changing ‘n’ to ‘m’ where applicable. So it was てんぷらtempura, しんぶんshimbun, さんびゃくsambyaku (listen closely how the last one is pronounced in renshuu dictionary). Since it's not phonemically significant, a more regular romanization with uniform ‘n’ for ん is preferred nowadays, but some English borrowings follow that older spelling.
There's no individual 'm' sound, so someone misheard it along the way, most likely. This happens with a lot of languages as words are adopted.
For example, many katakana words are very oddly abbreviated words from western languages, such as パスコン (personal computer) and アルバイト (adapted from some French or German word for 'part time job').
In Japan, they also use 'チャームポイント' (charm point) to mean someone's attractive features. No one uses this in english, despite it being derived from english words.
Anyway, my point is that the odd adaptation goes both ways. Sorry about the ramble.
