“For the people and communities who claim endangered languages, however, the issues go far deeper. References to a ‘vanishing fund of human knowledge’, linguistic anthropologist Paul Kroskrity point out, elide ‘key connections to the larger role of threatened languages in the sociocultural lives of their speakers’, including the fight for sovereignty and the places of origin and identifications associated with the language (Kroskrity, 2011: 180).” (p xix)
Endonyms are the terms used by people within their own communities. Exonyms are the terms (in this case, English-language) used by outsiders to those communities. Using exonyms are much like calling someone “Susie” when they prefer to be called “Susan”  — using endonyms is a step toward showing respect for the identities of community members.