The only person I ever saw on these forums who had a problem with this is Heitor Villa-Lobos, but Heitor Villa-Lobos takes issue with it because he's Brazilian and wants it acknowledged that all of the Americas are American. I think he proposed United Statsian as an alternative.

They actually do have a different word for the people from the U.S.A. in Brazilian Portuguese along similar lines: Estadunidense because they call the U.S.A. Estados Unidos, and let uss not be disingenuous. Even in English we've used Yankee to refer to people from the U.S.A. , although Yankee is also problematic[education.nationalgeographic.org] because it has a bizarre etymological history with wayward meaning.

But the most important thing to note is that when the U.S.A. was founded, they were never intending to make a singular nation. That was a subsequent development that came with the ratification of the U.S. constitution. It was more along the lines of N.A.T.O. or maybe the European Union under the Articles of the Confederation, so the United States of America was a name chosen never intending to have a demonym for it . The states are called states because state is a synonym for nation. Otherwise they likely would've been called provinces.

II vaguely recall reading it was more normal to be referred to by your state's demonym prior to the civil war.

If the democrat party won the last election, we would now be "The United Bank of the EU"