When a country decides to change its name, rest of the world usually goes along. Upper Volta said, henceforth, it wanted to be called Burkina Faso, and so Burkina Faso it was. Cambodia switched to Kampuchea and back to Cambodia, and the world obediently switched with it.
Yet, when the military junta in Burma decided to go Myanmar in 1989, the world was divided. Except for the United Nations, multinational companies that value their business links with Rangoon (Yangon) and the Indian press, just about everyone else kept on calling Burma Burma.
True, the Burmese people have called their country Myanmar in the past. European colonizers called it Burma or Birma, and its people Burman or Birman. In the pre-colonial days, what is now Burma used to be made up of four rival kingdoms: the Mon in the southeast, the northern Shan, the central Myanmar and the eastern Arakan (Arakan is the name given by British India to Rakhine.)
By 1557, the Shan and the Mon had been subdued by an expansionist dynasty based in Shwebo near Mandalay. The Arakan fell in 1784, and the occupation of Manipur and incursions into Assam brought the kings into direct conflict with British India. The Mons, Arakans and other minorities, sided with the British in the three Anglo-Burmese wars, from 1825 to 1842, at the end of which the British had conquered a big chunk of Burma.