All languages do this to an extent.

Exactly. In Spanish, we have some ‘curious’ names for Germany and its states and cities. «Alemania» is the name of the country. «Renania-Palatinado» is Rheinland-Pfalz, Bayern got turned into «Baviera». «Colonia» is Köln, «Friburgo de Brisgovia» is Freiburg im Brisgau…