Most people associate with the country they are citizens of and that’s how they are known. Associating with a continent is not typical.
People in the USA (last word America) became know as Americans. What should they have called themselves? Staters? catchy.
If you’re in Canada, you probably associate with Canadians, as we know they do.
You see, there is a simple explanation for the use of American to be associated with citizens of the US. If Mexicans want to call themselves Americans, let them sell it to their citizens (the ones who remain) and other countries for that matter and stop whining about what the USA is doing.
You’re making my point. Just because the refuse of Egypt and Jordan who were left behind after the Six Day War call themselves ‘Palestinians’ due to the fact that they live in a region called Palestine doesn’t make them a people or a country anymore than Canadians are Americans in the sense of the word that you and I are as U.S. citizens. But they do live in North America.