> I can’t imagine getting upset if someone wants to call my country États-Unis or 米国.
In an international context? I remember Côte d'Ivoire asking people to please refer to them as Côte d'Ivoire for what seemed the very sensible, practical reason that their citizens were having trouble finding their country in lists when going through customs, registering at hotels etc.
An interesting one is Germany. Different people call them Allemagne, Tyksland, Saksamaa, Německo, Germany, and many more; of course none of these people ever went to Germany and asked them nicely what they'd like to be called.
I think Tyskland is pretty close, particularly given how neighboring folks actually speak there. Allemange has reasons in history as does Germany. I suppose the others can easily explained likewise. Really, it could be much worse.
You're assuming that every Turk supports this decision. I'm not sure if that's in fact the case.
But if it is: People generally do get to change their mind about their preferred address, and people usually oblige, so why not places? It obviously depends a lot on the case, but sometimes the “common” name has a historical association people living there aren’t comfortable with, for example.