Faramin has a very thoughtful post "Why Persian and not Iranian". He asks there why many of his countrymen introduce themselves as "Persians" and not Iranians.
He explains his views in reply to one of the comments (quite rightly so):
What I mean is that for example over 35% of Iranians who are Azeri, are Aryan but not Persian. This is also true with Iranian Kurds. As long as there are devided countries and borders, then they must also have a name, and I believe considering IRAN instead of PERSIA is ONLY more representation of the ethnic people who live there.
These things are really confusing with some people. There was a controversial debate by the top intellectuals and newspapers of Bangladesh on our nationality "Whether we are bengali or Bangladeshi". The bengali race who speaks bangla live in Bangladesh and mostly in West Bengal, India. But in West Bengal, people's nationality is Indian. In Bangladesh there are many races: mostly bengalis, but there are many tribal people, biharis(from Bihar, India) etc. But some intellectuals are fighting for the naming of our nationality - Bengali instead of Bangladeshi. They built up their arguements with the points like we have a very old culture, rich language and heritage; we have been known as Bengalis since many centuries etc. I was
also consumed with the thought that why shouldn't our nationality be Bengali.
But I slowly realised that (like Faramin mentioned) what Bengali tribal people's identity would be? Bengali? No Bangladeshi. They are Chakmas, Khasias etc. and they are Bangladeshi. And we are Bengalis and Bangladeshi.
Now Faramin's post also confirms my thoughts. So no more confusion.