It’s very irregular in English and the reasons can be varied and arbitrary. Sometimes the reason is due to which language the original name of the country came to use from (e.g. the -ese ending from Chinese and Japanese is via Portuguese) and sometimes derogatory uses change the term (e.g. most -stan countries would just drop the -stan so Uzbeki, Kazakh, Afghani) but you would not be able to do that with Pakistan as to do so would be a racial slur.
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