Have you always referred to Japan as Nihon, Croatia as Hrvatska, Austria as Österreich, and generally avoided the translated forms of country names of every country[1]? Every language has its own approach to writing and pronouncing the names of other parts of the world. English is no exception. "Correct" is whatever the speakers of the language use in reality, not what an authority prescribes.
This is simply about what the United Nations (not you, not me) calls a member state. For example "Germany" is the official name of that sovereign entity as far as UN is concerned. Previously there were 2 of them, one officially named as "The Federal Republic of Germany", and the other "German Democratic Republic".
Also see:
"On 17 May 2016 the Permanent Mission of the Czech Republic to the United Nations informed the UN that the short name to be used for the country is Czechia."
>"On 17 May 2016 the Permanent Mission of the Czech Republic to the United Nations informed the UN that the short name to be used for the country is Czechia."
which are both CORRECT English name for same country, completely different as replacing corect English name of the country with local name of the country