Why do so many names of countries end ia?

It comes from the ια or ία suffix in Greek, which denotes a country, nation, state, territory, etc.

It sounded and sounds like "Ee-ah" in Greek, but the "Ee" sound of the ι and ί has been softened into an "ae" sound.

The Greek name for Scotland, for instance, is Σκωτία, which sounds like "Scotia" with a soft O. (as opposed to the hard O found in the Latin name Scotia)