Perhaps they were thinking of the language, not the country ?
No, they might have been badly educated, but not that ignorant. On the contrary I actually think some of them would have been amazed to learn that English was still not spoken in all parts of the realm of her Britannic Majesty (remote parts of Ireland, Wales, Scotland), unless they had encountered some strange place-names while out hunting at Balmoral, like the bothy Glas-allt Shiel, and had John Brown give them a Gaelic lesson.
BTW at least the Romanovs, as Russian-speakers, were used to differentiate between a demonym / country name and an ethnonym / language names : E.g. Nicholas II was
Velikiy knyaz Finlyandskiy, but did not speak
Finskiy jazyk. This handy distinction is also made in the Grand Duchy's once official language Swedish: A
finländare, a Finlander, can be both Finnish- as well as Swedish-speaking, while a
finne has
finska as his mother tongue.
Strangely enough Finnish itself, with its 15 grammatical cases, does not make this distinction! :-)