Hey, this question comes up quite a bit. I've answered it most in depth here.

The TL;DR is that the concept of a unified Anglo-Saxon polity in the British Isles is first written down by Bede in the early 8th Century at the height of Northumbrian political supremacy in Britain. Bede is ethnically Anglian, writing in an ethnically Anglian kingdom at the peak of its influence, so logically assumes that the eventual unified polity will be an Angla-lond. In the early tenth century, Æthelstan actually declares himself Rex Totius Britanniæ - King of all Britain. Æthelstan is a Cerdicing Saxon but is raised in the Mercian court by his aunt, who plays a fantastic political game in ruling Mercia as an outsider, and finds himself ruling a nascent kingdom that is likely more Anglian than it is Saxon, and keeping the idea of an Anglalond may be a political move to mollify those populations.