[Omania]

You know this always crossed my mind! I agree with you country name should be universal and in one common word no matter the language. It's not only Europe though; there are other Arab countries as well as countries in the East.

Arabic: Urdrun.
English: Jordan.

Arabic: Al Hind.
English: India.

Arabic: Surya.
English: Syria.

Arabic: Ingaltra.
English: England.

Sometimes you can tell from the tone of it, but still I think it should be common regardless of the language.