In many cases, such as with the Sassanian Empire, the name used in modern sources was adopted by modern historians, mostly to distinguish historical periods, rulling dynasties, government structures, language, religious practices and other key characteristics adopted from one period to the other.
We know from a surviving incription that Sassanian rulers called themselves "rulers from the Empire of the Iranians". However, it becomes tricky to describe and discuss the history of that region when you keep calling their inhabitants simply Iranians.
Between the Sassasian Empire and its predecessors, the Achaemenid Empire and the Parthian Empire, there were key differences in religion, architecture, government and even language. The population might have been Iranian, but they didn't fucntion the same way.
With regards to European countries such as France, England, Poland and others, they are named such because these were mostly tribal populations by the time they migrated and settled across Europe. When Angles, Jutes and Saxons started their mass migration to Britain they didn't have a single centralized ruler but multiple tribal lords. This lack of written information and the descentralized nature of how they settled in Britain meant that other populations saw Britain as a land of Angles without a single rulling entity but with multipe smaller kingdom and tribes. These Germanic tribes also didn't see themselves as part of a single homogenous population, each identify with their own customs and practices.
SOURCES
Ormrod, M. W., Story, J., & Tyler, E. M. (2020). Migrants in Medieval England, c. 500-c. 1500. Oxford University Press.
Halsall, G. (2008). Barbarian Migrations and the Roman West, 376 - 568. Cambridge University Press.
Pourshariati, P. (2017). Decline and Fall of the Sasanian Empire: The Sasanian-Parthian Confederacy and the Arab Conquest of Iran. I.B. Tauris.