Kazakhstan is almost always spelt with an 'h', because the Russians use х when spelling 'Казахи' (Kazakhs) in order to maintain the distinction from Казаки (Cossacks), even though both words are essentially the same, and would have been spelled with two Qafs (ق) before the introduction of the Cyrillic Alphabet. The English spelling is taken from Russian, hence 'Kazakhs' and 'Kazakhstan'. If you want to be pedantic it would be 'Qozoqston' or something similar, but nobody ever uses this spelling. It is nonsense to say that "Because the country name should be spelled in any different languages [sic] in accordance with it's [sic] native language." When speaking English we don't call Italy 'Italia', or Germany 'Deutschland'. The principle is exactly the same - use the form which is most familiar.