In Bullfinch’s Mythology, who are the people called the Aethiopians? This sounds like the modern day word for Ethiopia but I’m afraid it may be a confusing translation. The passage mentions them being so favored the gods visit from Olympus.

by Squaragus_Asparagus

The passage reads:

“The northern portion of the earth was supposed to be inhabited by a happy race named the Hyperboreans, dwelling in everlasting bliss and spring beyond the lofty mountains whose caverns were supposed to send forth the piercing blasts of the north wind, which chilled the people of Hellas (Greece). Their country was inaccessible by land or sea. They lived exempt from disease or old age, from toils and warfare. Moore has given us the "Song of a Hyperborean," beginning 8

"I come from a land in the sun-bright deep, Where golden gardens glow, Where the winds of the north, becalmed in sleep, Their conch shells never blow." On the south side of the earth, close to the stream of Ocean, dwelt a people happy and virtuous as the Hyperboreans. They were named the Aethiopians. The gods favored them so highly that they were wont to leave at times their Olympian abodes and go to share their sacrifices and banquets.”

Trevor_Culley

Aethiopia is the Latin form of the Greek word Aithiopia (Αιθιοπία), which is in fact the ultimate route of "Ethiopia." I've actually written about how a Greek exonym ended up the common endonym of an African country before.

In this specific case I want to draw your attention to part of that answer:

The Axumite Empire had direct contact with Rome and interacted with Greek ambassadors. They probably even had a small Greek speaking population. This introduced the Greek word "Aithiopia" to the region for the first time. Originally that word was just the Greek term for "black Africans." That's the way it is used in Classical Greek

That is how "Aithiopia" is used in ancient Greek mythology. It is not specifically referring to are around the Horn of Africa, but to the general region south of Egypt and Libya where people had dark skin. Prior to the time of Ptolemaic Egypt there is not much evidence for any direct contact between Greeks and the region of modern Ethiopia.