For most counties, the nationality name usually in form of country name + suffix: -an, -ian, and -ese.
China->Chinese, Japan->Japanese, are all the east Asian the "ese" people? Let's find out with Mathematica: CountryData["Country", "NationalityName"].
From the above map, you can see it is not true at all, e.g. Korea->Korean, Thailand->Thai. Portugal->Portuguese is only "ese" country in Europe.
One thing I hear quite often is that -ese means smaller and less power as opposite to -an and -ian, -ese is used by western colonist in an insulted way. I don't know how much historic truth in this claim. Google search gives out the following:
-ian -an from Latin –ianus, meaning "native of", "relating to", or "belonging to"
-ese from the Latin -ensis, meaning "originating in"
However, it is hard to know why some countries are with "-ese", others are not.