For e.g., we refer to medieval France as 'France', and not 'Capetian empire', or medieval England as 'England' and not 'Norman Empire'.
While on the other continent, we say Ayyubid sultanate, not Egypt, Delhi Sultanate/Mughal Empire, not India, Pagan dynasty, not Burma, or Safavid Empire, not Persia.
Even Byzantine Empire had many different ruling dynasties, but we all refer to them as part of this "Byzantine Empire", while for China, we refer to their different dynasties as different states. We say Tang, Song, Yuan, Ming, etc as if they are different states, while not doing the same for different Byzantine dynasties.
So why is it like that?
This is indeed a difficult question to formulate a simple answer. The popular naming convention of diverse historical polities across time and space in the world is determined not solely by the historiographical traditions concerning the state/ empire, but rather by the language itself [i.e. the English]. The absence of the clear and uniform norm for classifying such polities beyond the translating process is certainly annoying and sometimes difficult to understanding the rule behind the convention even for specialists.
To give an example from my specialty in a very broad sense, some scholars in medieval Russia (in Anglophone world) have recently raised an objection against the established (historiographical, in this case) tradition of translating Old Slavic ruler title of medieval Slavic (Russian) polities, kniaz', as the duke. They now prefer 'the king' to 'the (Grand) duke' for its translation. I'm not sure whether this new trend will become norm especially in medieval European studies in general in the end, but if so, various duchies of medieval Russia might become 'kingdom(s) of Rus' (Raffensperger 2017: Chaps. 1, 3-5).
In fact, we can also easily find some conflicting conventions within European languages, or, even in a single language of English among specialists and non-specialists.
As for non-European examples OP noted above, the title of sultanate is not generally employed for the academic/ educational use to designate the Ayyubid in my mother tongue (one of the Asian languages), and the Safavid has been never called as the Empire, rather 'Safavid Persia'. While some ruling dynasties of China, such as Yuan and Qing, certainly had multi-ethnic characteristics and did not strictly confined to the area where other dynasties had ruled, we nevertheless sometimes call them as 'Yuan China' or 'Qing China' or something like that in my mother tongue.
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