Interestingly, it used to be pretty common in the US to refer to the Netherlands as Holland--maybe even the norm. Anecdotally, this usage seems far less common today. I have to confess that I didn't know until I looked it up just now that Holland was a region within the Netherlands.

In English--I have no opinion about other languages--it would certainly seem odd to refer to the entire of the UK as "England." For example, you'll get looked at funny if you say you're going to Edinburgh in England next week.

[Edit: My recollection is that it also used to be more common to refer to the "U.K." as Great Britain.]

Because Holland is a region within The Netherlands. Northern Ireland, Scotland, England and Wales are completely separate countries. Holland is not. NI/S/W are not part of England.