So does every person get called a different name in every country they visit? What about your pet?

It is normal - in most European languages at least - for proper nouns to be treated differently. And usually the names we use for places ARE the same across languages or at least extremely similar. I think it makes sense for someone to be surprised and curious in cases where that isn’t true.

And I find the reasons in this and a bunch of similar cases to be really interesting, often weird, and sometimes pretty stupid to still be in use. Including the name China (and variations of it).