Actually, the name is more than just courtesy -- it is a political compromise with Greece, which refused to accept FYROM's statehood because they felt threatened by the name (nation-names have extreme and explosive power in the Balkans, if you haven't noticed). I am not sure if Greece ever did accept FYROM's statehood.

Nota bene: As far as I know, FYROM certainly does have a certain amount of legitimate right to call itself "Macedonia", as no other country so closely overlaps the region occupied by the historical Macedonia.