You guys have been playing too much EUIV. Countries in the 17th-18th centuries didn't simply make up names for themselves. If the King of France conquered Spain, he'd still be the King of France. If he inherited the Kingdom of Spain, he'd be the King of France and Spain, but they'd still be two separate countries. There would be informal names and names later given by historians (like the Angevin Empire and the Iberian Union to give examples), but those would not be "official" names used by the government.
We do have an example to the contrary - England and Scotland became the United Kingdom of Great Britain.