Remember the meme? Deutschland, Duitsland, Tyskland are all regional variations on the same name. Allemagne and Germany are completely different names for the same country. Of course every language have their own way of saying "The United States of America", but in essence it's the same word, the same idea. Even Japan is Japón in Spanish, Ιαπωνία in greek, and so on. No one can pronounce my name correctly if I go abroad, but most of the time there is a regional variant I can use.

The question was what country is known "by the same name" by the most people around the world. You're not going to find a place name that is pronounced and/or written exactly the same in every language. That's how languages work.