Deutschland is a fairly new word. Before that there were a multitude of germanic tribes and those have made their way into the language of our neighbours as the name of the country
Germanen, Allemannen, Sachsen to name a few.
Deutsch, Tysk, Tedesco… come from the Latin “theudo” - “das Volk/the people”
I personally find it worse, if city names are very different. Like Krung Thep Maha Nakhon (…) as Bangkok. Most Thai people just say Krung Thep, why can’t the rest of the world? I mean, they only changed the name in 1782…
Or Italians call Munich ‘Monaco’ which is really confusing because there is literally a country not that far away.