Mexican here. United States of America is the legal name as Estados Unidos Mexicanos is for what we commonly known as México. Many friends don’t like to call you americans because they say we’re all americans. The thing is your country has the name of the continent, and is not your problem. Everyone call us Mexicans, not EUM citizens. You should use americans, is not the end of the world and you didn’t put, neither can’t change, the name.
Good luck and enjoy Colombia at max!