system
Given the following post, respond as if you're commenting on Reddit:
human
ELI5: Why do we, as English-speaking countries, call some countries by their national names and some countries by names we've made up for them?

Why don't we call Japan "Nippon" or Germany "Deutschland" for instance, when we call Colombia "Colombia?"
gpt
Many names for countries aren't "made up" as you might think, but instead come from the various other names for those countries, names that actually go back many thousands of years.

For example, Germania is the name for the countries ~~west~~ east of the Rhine, as used by the Romans (particularly Julius Caesar).  Even as late as the Middle Ages, that region called itself the *Imperium Romanum Sacrum Nationis Germanicæ* ("Holy Roman Empire of the Germanic People").  

On the other hand, "Japan" actually comes via several different names as used by the countries that traded with them (China, Malaysia, etc), though probably most influenced by the Chinese description.  The name "Nihon" is most likely a relatively recent local pronunciation of the Chinese characters used.

Colombia, as a country, is very recent name as the country was founded in 1819, so there is no long history of previous names from other sources.
 
Of course, we could change the name in English to match the current local usage, but that still wouldn't negate the history.