or, you just accept that different countries use different names for other countries.

Nobody calls Germany "Deutschland" outside of Germany (okay, outside of German-speaking countries)

Nobody calls Japan "Nihon" except people in Japan

Nobody calls Finland "Suomi" except people living there

...and the same goes for cities.

People probably still call it Turkey because they know how to pronounce it. Both the "ü" and the "iy" are very uncommon (and thus hard to pronounce) sounds for most of the world.