Here's some other "United States"
- United States of Mexico - Mexicans
- frmr. United States of Brazil - Brazilians
- frmr. United States of Belgium - Belgians
- United States of America - Americans?
Also, the biggest reason. Look at the U.S.A.'s history. We claimed it first... and don't gone about that "America is being blah blah insensitive blah" crap. If people dislike America calling themselves Americans, why do so many countries (read: the rest of the World) have a stigma attached to the term and related terms (i.e. yanqui, yank)?
The largest influence on the use of term is obviously the old Yankee Doodle, which first reached popularity in America in the 1770s. This term further evolved in America to refer particularly as a derogatory term towards northerners before and during the Civil War.
Cite: Wikipedia US Disambiguation page