[kelnos]

Names of places do certainly change, but that does not dictate how those names are spelled/represented in other languages.

Now, you or anyone else can certainly spell it "Türkiye" instead of "Turkey", but a) you risk confusing people (which you may or may not care about), and b) typing "ü" is awkward on many (most? all?) English-layout keyboards. I suppose you could also spell it "Turkiye", which I suppose is closer to what the Turkish government wants, but is still "incorrect".

At any rate, I personally see little reason to change unless popular usage overwhelmingly changes. At least in the US, popular usage (which influences dictionaries) dictates English spelling, not governments.

[duluca]

I don't think this is about umlauts. Like you said, it is a name. I'm from Turkey and my name is spelled Doğuhan, but as I was immigrating to the US (before Unicode was commonly used) it became Doguhan. A lot of native English speakers struggle with it, almost no one pronounces it right, they misspell even after seeing it written in front of their faces. I did play around with the idea of going by Doug during college, but then I decided that I wanted to retain my unique identity. It took years for some of my friends to stop calling me Doug, but they did change. It'll be okay, people will adapt, umlauts or none. Otherwise, people will do what they'll do. Some idiots still refer to Istanbul (correct spelling İstanbul btw) as Constantinople. C'est la vie