hi! this isn't an American or even an Anglosphere thing: it's a common feature of all(?) languages. This question is pretty common both here and in /r/Linguistics, especially asking about Germany specifically, since it has an interesting variety of names in different languages

• /r/AskHistorians FAQ: Why do countries have different names in other languages?

• /r/Linguistics FAQ: Why are our names for countries so different from what the people call their own country?

there have been a couple of recent posts on the same issue for city names

• Why do we anglicize city names? Why not call cities by the same name the cities' inhabitants use?

• Why are the German cities München and Köln called Munich and Cologne in English?

I think you mean why does English have other names for countries and as /u/Searocksandtrees mentioned, many languages have different names for countries.