How hard is it to say "Italia?" Not very, yet English speakers insist on calling the country "Italy." If you go around calling it "Italia" people think there's something wrong with you. Unless you happen to be Italian, in which case they assume you're in the mob.
It's all part of the linguistic xenophobia that makes people of all nationalities invent their own names for other countries. Spanish speakers, for instance, refer to the United States as "Estados Unidos," which translates the words and reverses them to conform to the language's grammatical standards. They call us "E.U." rather than U.S." much like we called the CCCP the USSR, despite the clear CCCP stenciled on those frightening red 1980s Olympic basketball and hockey jerseys.
The most egregious of these cross-language bastardizations is what the rest of the world does to poor Deutschland. We call it "Germany," Spanish-speakers call it "Alemania" and Poland calls it "those occupying bastards of the 1940s."
This is all nonsense and in today's global economy there's no excuse for these misnomers to continue. I propose an international summit in which world leaders gather and agree to call each country exactly what it calls itself.
If that idea fails and every country insists on calling all others whatever the heck they please, can't we at least get a little creative? If we won't pronounce "Mexico" "Me-hee-co," let's just go the full nine and call it "Churroland," naming the country after its delectable export. "Canada" shall be "Eastern Oregon" and England shall be "Losers of the Revolutionary War." Or LRW for short. Russia of course will be "Putinstan" and Iraq will be "Mission Accomplished."