The fact that Afghanistan was called Aryana for millennia, and the native people have always called themeselves Arianis never crossed anybody's mind as odd. Afghanistan is in Central Asia, next to India (if you study the history of India, it's nothing but one Afghan invasion after another, from old Aryans, to Kushans, Hephtalites, up to the Mughals who came from Afghanistan, even if Babur was Turk).