The same reason Spain isn't called Spain. Spanish is the Anglicized version of España. Often in English we use forms of foreign nations/languages that are easier for us to say. A better question is,...
"¿Cómo se llama?" is one of the ways to ask someone's name. It literally means "How do you call yourself?" The literal translation of "you are called" would be "estás llamado".
The language originated in España, therefore they called the language Español. Translated to english, that's Spain, and Spanish. They match by their root.Actually, the language spoken in most of...