Well, to this day the "allemands" keep calling us the kingdom of the Frank. Of course they have rule France from the moment it started to be France until just two centuries ago but since we were the first in our civilisation to get rid of kings and we have still for 150 years without major revolt, I believe that it may be time to update our name. You don't hear us keep calling the German "Prussians" don't you.
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.
The funny thing is that most languages in the world call Finland Finland or something adjacent (usually containing the syllable 'Fin-'), while it's 'Suomi' in Finnish. Only the Baltic states call it something similar to that.
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"
This is why I think Turkey's insistence it be called "Türkiye" in English is dumb. English doesn't use umlauts, most English speakers can't even pronounce "ü" properly. English doesn't use "iye" sounds. They should be happy that the country is more-or-less pronounced the way it sounds in Turkish.
I mean, look at some of Turkey's neighbours. Georgia, pronounced "sakartvelo" by the locals. Armenia, called "Hayastan" by the people who live there. Greece, called "Elláda" by people who speak Greek (sorry, speak "elliniká").
People aren't speaking your language when they're talking about your country, they're speaking their own language, and "Turkey" is about as close as English gets to "Türkiye"
For anyone wondering, Deutschland, Duitsland and Tyskland all have the same latin root "theodiscus" that became "deutsch". "Allemagne" derives from a germanic tribe, the "Alemanni" who lived in modern day Germany and bordered modern day france. Niemcy and Nemetorszag both stem from old slavic "nem" (or something similar) meaning "mute". They called the Germanic tribes they interacted with mute because they couldn't understand them. "Saksa" is derived from the German region "Saxony".
IIRC a lot (all?) of these come from the names of specific Germanic tribes that these languages had contact with back before Germany existed as a unified entity, which then metathesized into a demonym for the entire cultural group and then the nation state. "Saksa", for example, is a doublet of "Saxon".