As I mentioned above, that goes back to language - endonyms and exonyms. The ways in which languages were used to describe places changed over time, just as borders and the people within them changed:
It can be difficult to get external references changed and accepted. When I was in school, maps showed Burma, Ceylon, Holland, and Rhodesia. Now they are Myanmar, Sri Lanka, the Netherlands, and Zimbabwe. I’m not going to repeat the term, but some members of indigenous groups like the Sámi find references that are still commonly used to be offensive:
So, what people external to a country use for names can vary widely - depending on language. Exploration, conquest, colonialism, migration, and cultural shifts have influenced which names were chosen, discarded, accepted, and/or disseminated throughout history.
