Well....actually..we aren't *Indians* either...People get in a habit of using certain terms, and they are hard habits to break..
I don't doubt that there were non-Natives who referred to their new Native wives or *concubines* as *Indian Princesses*...
And I know the oldest people in my family called themselves Indians because that is what they grew up hearing from THEIR older folks, who heard it from THEIR older folks, who were told what to call themselves by the whites who took their languages away from them...