I agree.
For example, Norway has two official names: Norge in Bokmål and Noreg in Nynorsk. The English name Norway comes from the Old English word Norþweg mentioned in 880. (Gotta love the Brits).
Or the Spanish for Spain is España.
Most countries have utterly different names in English from what they have called themselves for centuries
Like
Egypt Misr
Hungary Magyarzog
Georgia Sakartvelo
Albania Shqiperia
Finland Suomi
Sweden Sverige
Germany Deutschland
Poland Polska
India Bharat
China Zhonggua
Japan Nippon/Nihon
Korea DaehanMinguk
Etc etc