Do non-native English speakers appreciate it when I carefully correct their English in peer reviews?
I think it is a good idea.  Yes, even in mathematics.  And even papers by native English speakers.

Sometimes, if the English has many errors, I just note that in my review, and suggest the author have the paper corrected by an English speaker before re-submitting.

Journals should have their own people to correct English after papers are accepted.  But who knows what happens with modern free-access no-fee journals who cannot afford such luxuries?