They can ask all they want. You can't reasonably expect people speaking about your country in English to start using letters not present in English. You won't see me asking people to write România and not Romania even though they sound quite different and would spare us a lot of misidentification issues with the Romani (which btw is a far worse problem than being associated with a bird).

Take a more recent example with Kyiv/Kiev. Imagine if instead of Kyiv, Ukrainians would have been asking us to call it Київ.