I’ll admit I was rather ignorant growing up and the first time I had a conversation with someone and I pronounced Iran as “I ran” everyone roasted the shit outta me and shut me down, which like fair whatever. But my point is the pronunciation is secondary if you get the concept; that’s kinda the point of language and accents in general. If we have to pronounce every country or place as its residents call it then we should roast and ignore every English speaker that says “Germany” instead of Deutschland.
And lots of countries have different names in different languages. Not just different-sounding, but entirely different sometimes.
Americans call it ‘Japan’, but Russians call it (a version of) ‘Nippon’.
Those are pretty interesting twists too. Just look up the etymology of “tea” and “chai”. It boils down to different trade routes and dialects.