The difference is mostly from when the English speakers first encountered a place, and the name comes from what it was being called at the time, So many European Countries there are still names from a very long time ago, Germany is one of the primary origin places of the English language and its people, so our name for it is basically ancient (predates modern languages).
But Costa Rica was a Spanish Colony when the English first discovered, and that was some time in the last 500 years, And English hasn’t changed that much since then (ignoring the vowel shift 😛 ) So we still have the Spanish colonists word for the place.
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