Dyske as others have raised, simply longer shared history => more chances to be lost in translation. Just look at many place names of Chinese place names that follow Japanese pronunciation rules for the Kanji/Hanzi. Is the name for China pronounced "Chugoku"
I doubt it and I know that "Korea" is "ハングク" hanguk, not "カンコク" kankoku
Even European names are not consistent--
スペインx => エスパニャ
スウェーデンx => スヴイリイァ
英国x イギリスx => "UK" / "Great Britain" / "England, Wales, Scotland, and Northern Ireland"
There is no such country as "Igirisu"
However this idea that "our country does everything better" even if it's "we show more respect to other countries, than any other country" is an inherently racist idea. And that national hubris is sadly particularly common in my beloved Japan.