There's a default validation for URL Segment when a page is created which replaces special characters with the normal ones (for example ä becomes “a”). In some cases, clients want to keep those special characters in the URLs for their non-English versions of the web site.
Create a custom UrlSegment module which overrides the default URL validation. Here's an example (UrlSegmentConfigurationModule.cs):
After that add the following key to the appSettings section in the Web.config file.
<add key="ValidUrlChars" value="ü ö ä ß" />
Small effort but good result: