This is a fair point. But there's no adjective (in English) for a person or thing that is from the United States. In Spanish they use the word estadounidense for this, but I can't think of an easily pronounceable analog in English. It would be handy to have!
Most of the online dictionaries I checked showed that "Yankee" is a derogatory or possibly offensive word, including in British English. This is not a purely domestic (US-based) connotation.
> Most of the online dictionaries I checked showed that "Yankee" is a derogatory or possibly offensive word, including in British English. This is not a purely domestic (US-based) connotation.
I believe Yankee originated in the Revolutionary War era as a kind of slur used by the British against Americans, but then was reappropriated.