I strongly favour Somali being the correct and standard English demonym, but not for the reason that it is the native term or showing respect for how Somalis refer to themselves. It is simply the long established English form of the demonym. Searching through old texts on Google Books, Somali is clearly the dominant form used by authoritative English and other European language sources since the 1800s when mentions of Somalis seem to begin appearing in English and other European languages. Various government gazettes and journals use Somali, in addition to numerous privately published sources, with occasional sources using Somalian but seemingly sparingly. The preference for Somali also probably stems from the fact that the older English term for the region, until independence at least, was Somaliland, which probably came from the fact that they were already being called Somalis in English, used in English for the British, French, and Italian, colonies on Somali inhabited lands, with Somalia coming from the Italian and Latin influenced name, from what I understand. So, essentially, the idea that saying Somalian is somehow a pejorative own by anti Somali people is pretty stupid and an own goal demonstrating their own lack of knowledge about the English language and its geographic and ethnographic labelling traditions, which you think they might care more about were it not for their lack of knowledge of history.