Because Brazil is what it is it's defined by its land, it is not the "nation of the Brazilians," some ethnic mass. The notes explain it. Most colonial countries are like that, logically. I think it's:
Brazilo (country) -> Brazilano (person) Franco (person) -> Francio/ujo (country)
Depends on what the country decided to call itself in the setting up of Esperanto. Originally all countries were -ujo. Brazilujo, Francujo, ktp.