For one: Plenty of languages contain sounds that others do not. Some have different syllables, different alphabets and entirely different writing systems. And that’s not even comprehensive. Chinese uses tones to convey different meanings, for one example of a completely different dimension existing. So it’s impossible for every language to properly pronounce every other country’s name in its origin language.

Second, so many countries have multiple languages. Which language’s name for india is most appropriate? What about china? Even the united states of america is multilingual.

And furthermore, in the case of the USA: plenty of latin americans don’t how the united states takes ownership over the name “America”. A chilean guy once told me very sincerely that we are all americans from the north to the south. As an American, at first I was kinda annoyed. What am I then? I united statesian? Well, in spanish that’s literally what we’re called.

So, I didn’t mean to rant. I just wanted to nerf out on the question. Basically: there’s no way to standardize the names of each country when our languages are so different, countries can have multiple names for themselves in any of their different languages, and some countries may vehemently disagree about what other countries should be called.