It's not, Turks call Yunanistan because that's how they recognize you. Yunanistan, coming from Ionia. With your interpretation, the difference between the Greeks and Roman is not clear. We call the Christians living in Anatolia Rum. Greek identity did not exist when we arrived. That's why the Seljuks are called the Sultanate of Rum.

Many examples like this exist, like Germany-Deutschland-Almanya. We call it Almanya because we learned it as the Alemanni Tribe. They are called Allemagne in French and Alemania in Spanish. We also started calling it Alamanya, and over time, it became Almanya.

The same thing works for Thessaloniki-Selanik. We call it Selanik because we can not pronounce Thessaloniki. We did the same thing for Constantinopolis. We called it Konstantiniyye, the best we can pronounce it. There are even examples of names, Like Joseph is Yusuf, John is Can, and Adam is Adem. But we do not call Christopher Muhammed. Likewise, the name changed to Istanbul, which is not about pronunciation. It's a name change. Hence, you can not call it Constantinopolis at this point. OFC until owner of the city doesn't say so. I believe the origin of it comes from ownership feelings for the Greeks. It was not just a city but also a religious capital.