[atleta]

Well, that's true for most countries. The idea of nation states originated (or at least became popular) in the 19th century. Before that the areas were mostly organized around rulers (like kings).

But it has little to do with the current meaning of the word. I've looked up a few more countries that have the word 'Land' in their name: Weißrussland, England, Estland, Finnland, Griechenland, Russland, etc.

It indeed looks pretty common.