[erwanl]

I actually remember hearing an official from Cote d'Ivoire insisting that we should use "Cote d'Ivoire" in all languages.

People localizing their country name creates confusion, typically a citizen from Cote d'Ivoire unable to explain to an airport official where he's from because the official only knows the locally translated name.

[mynegation]

It gets very complicated pretty quickly. You are aware that the way you pronounce "Russia" sounds completely different from the way Russians call their country, right? In fact English does not even have the proper sounds to replicate that (rolling "r" and palatalized "s" for starters).

[eru]

Oh, and of course, there's no one Chinese spoken word for China. That's because there's no one Chinese spoken language, but lots.