The English name of the country of ایران is Iran, pronounced "eye-ran", there's nothing wrong about that. Just like the English name of the country which calls itself Deutchsland is Germany. And the French name of the country that calls itself England is Angleterre, and the Japanese name for China is 中国 (chuugoku).
There is nothing wrong or weird about exonyms. Sometimes they happen to be relatively close to the endonym, sometimes they are not.
There is nothing wrong or weird about exonyms. Sometimes they happen to be relatively close to the endonym, sometimes they are not.