The "Great" refers to the whole of the British Empire, which has a worldwide presence, rather than just Britain or the British Isles. Persons in the British Virgin Islands, Bermuda, British Indian...
There are two reasons both valid: 1. Romans called it 'Larger/Greater Britain' to distinguish it from 'Brittany' - which in Latin has the same name and stil does today in french, Italian e.g. Grande...
Dutch is called Dutch because............Well, people from Holland are called Dutch by English speaking people only. In German and French and even in Russian they are called - German: Holländer,...