“Bengali” vs. “Bangladeshi”

Hey everyone, I’m from Saudi Arabia, and I’ve noticed something interesting. In Saudi, we commonly refer to people from Bangladesh as “Bengali” (بنغالي). However, on two occasions, I met Bangladeshis who seemed to take issue with the term and corrected me, saying I should use “Bangladeshi” instead.

I’m curious—why is “Bengali” not preferred? Is it considered inaccurate, offensive, or is there another reason? Would love to hear your thoughts!