why do we call people...?

Technically, because some suffixes are productive (you can add them to every member of the class they attach) for example, "-ous".

But, the suffixes which how nationality are not productive: any of them are attached to a special group on nations.

For instance you have "-ian" for iranian, Italian, Ethiopian, Scandinavian, ..., "-ish" for British, Scottish, Finnish, Polish,... , "-ese" for Japanese, Lebanese, Chinese,... , "-an" for German, Afghan, American, ..., "-i" for Iraqi, pakistani,...

It may be because of the ease of the pronunciation, or because we have had different sources (I mean other anguages) from which we have borrowed the names of the countries.

Alas, language is not consistent, especially when you are mixing words from several.

Some one from Liverpool is a Liverpudlian; from Turkmenistan a Turkoman.

And I know someone who alleges that people from Baltimore are Baltimorons.

I heard that people from Tampa, FL are called Tampons