Yes. As a matter of fact an international treaty should be passed to force everybody to call each country by their name in their native language.
What if they have multiple native languages?
My proposition will be expanded to include cities, counties, providinces, and landmarks by their local name too!
Ködörösêse tî Bêafrîka, Hrvatska, Dhivehi Raajje, Aorōkin M̧ajeļ, Arts'akhi Hanrapetut'yun, Umbuso weSwatini, Al-’Imārat Al-‘Arabiyyah Al-Muttaḥidah,
and then there are the countries that have been known by another name fro centuries or millenia
like Masr, Zhōngguó. Chosŏn/Hanguk or Bhārat
And don't get me started on cities or landmarks
