[fara7]

You just have a look at the Arabic names for countries.... (I will romanise the words, since you know in Arabic we have special characters.)

America ~ Amrika
Germany ~ Ilmania
France ~ Faranca
Japan ~ Al Yaban
China ~ Al Siin
Lebanon ~ Lubnan
Turkey ~ Turkiya
Russia ~ Rusiya
Spain ~ España (Pronounced the the same like Spanish people)
.
.
.
These are enough examples, if you look at the Arabic alphabets you will find that there are many alphabets which are not present in English and vice versa. So, having same country names both in English and Arabic will not be possible.