But the German word for Poland isn't Poland 
Am I overthinking this? Yes.

Yeah, that's the reason for the actual "joke" of the comic. But I thought it's nice that Estonia is laughing about how Finland isn't really a Scandinavian country because Finno-Ugric population when the same objection could be made for Estonia's classification as a Baltic country.What Estonia has in common with Latvia and Lithuania is their anti-Russian sentiment.
Of course this anti-Russian sentiment exists because of Russia did to these three countries in history.
Am I overthinking this? Yes.