I don't have the answer about the "ia" ending either, but I'm very curious about it. I suspect it's of Latin or Greek origin. Greek seems to use that ending for place names more than English does and more than some Romance languages do.
In Greek the accent is almost always on the "i". For example, yu-go-slah-VEE-ah.
Greek uses all the "ia" endings that either we or the locals use, such as Albania, Algeria, Anatolia, Armenia, Asia, Australia, Austria, Bavaria, Bohemia, Bolivia, Bosnia, Bulgaria, California, Cambodia, Colombia, Croatia, Dalmatia, Eritrea, Espana, Estonia, Ethopia, Galicia, Georgia, Helvetia, Iberia, Illyria, India, Indonesia, Judea, Korea, Latvia, Liberia, Libya, Lithuania, Macedonia, Malaysia, Mauritania, Mesopotamia, Micronesia, Moldavia, Mongolia, Moravia, Nigeria, Nova Scotia, Persia, Polynesia, Pretoria, Prussia, Rhodesia, Romania, Russia, Sardinia, Saudi Arabia, Scandinavia, Serbia, Siberia, Slovakia, Sofia, Somalia, Syria, Valencia, Venezia, and Yugoslavia.
For places whose English name ends in "y" or "ey" (Burgundy, Calvary, Germany, Hungary, Italy, Lombardy, Normandy, Saxony, Sicily, Thessaly, Turkey), the Greek name usually ends in "ia". Note that the local name for some of those also ends in "ia". This rule doesn't apply when the local name ends in another vowel. For example, Tuscany = Tuscana in Italian, Toskani in Greek.
Greek often uses the "ia" ending even when neither the English nor the local name ends in "y" or "ia", such as Alsace-Alsatia, Britain-Vretania, Brazil-Vrazilia, Burma-Virmania, Denmark-Dhania, England-Anglia, Finland-Fillandhia, France-Ghallia, Holland-Ollandhia, Iceland-Islandhia, Ireland-Irlandhia, Japan-Iaponia, Leipzig-Lipsia, Marseilles-Massalia, New Zealand-Nea Zilandhia, Norway-Norvigia, Poland-Polonia, Portugal-Portoghalia, Rhineland-Rinania, Scotland-Skotia, Sweden-Swidhia, The Ukraine-Ukrania, and Wales-Walia.