No one has to do anything, that's not how politeness works. You choose yourself whatever is most reasonable to you.
The situation is not quite analogous however, since Germans generally don't mind us calling their country "Germany" (I have never heard of any dislike of the name) whereas (quoting from Wikipedia)
> Therefore, in April 1986, the government declared that Côte d'Ivoire (or, more fully, République de Côte d'Ivoire) would be its formal name for the purposes of diplomatic protocol and has since officially refused to recognize any translations from French to other languages in its international dealings. Despite the Ivorian government's request, the English translation "Ivory Coast" (often "the Ivory Coast") is still frequently used in English by various media outlets and publications.
Its similar to nicknames with real people. Some people don't mind having their name shortened or adapted however people like, while others people really don't like nicknames. You use nicknames with the first group and call the second group by their formal names.
That's sort of my point. The Spanish words "Costa Rica" and the French words "Côte d'Ivoire" have the same status in English - they're each the preferred name for the respective place.
The situation is not quite analogous however, since Germans generally don't mind us calling their country "Germany" (I have never heard of any dislike of the name) whereas (quoting from Wikipedia)
> Therefore, in April 1986, the government declared that Côte d'Ivoire (or, more fully, République de Côte d'Ivoire) would be its formal name for the purposes of diplomatic protocol and has since officially refused to recognize any translations from French to other languages in its international dealings. Despite the Ivorian government's request, the English translation "Ivory Coast" (often "the Ivory Coast") is still frequently used in English by various media outlets and publications.
Its similar to nicknames with real people. Some people don't mind having their name shortened or adapted however people like, while others people really don't like nicknames. You use nicknames with the first group and call the second group by their formal names.