...are named after countries. e.g., French, Greek, Russian and Italian.  But Asian Cowgirl is named after an ethnicity.  Why isn't it called Cambodian Cowgirl or Laotian Cowgirl?

Perhaps it is because of the flat-footed squat necessary to perform the position.  Apparently it can be quite difficult to achieve.  Here is an "instructional" video I found on YouTube - it is very funny.  BTW, before you get your panties in a bunch, the video was made BY an Asian and has had over 500,000 views.