It IS annoying I must admit. she is the Queen of the United Kingdom, not ENGLAND, and yeah it is Americans who I usually hear saying it. I am not BLAMING them for anything. Just saying that it's usually them I hear saying it.
Then again, some of them do make mini gaffes like this.
I saw a Hollywood star being interviewed a few years ago, after the USA had been eliminated from the (football) World Cup the night before, and the presenter reminded him of this. He said, 'yeah the United Kingdom was booted first though, 2 days before the USA.' (It was ENGLAND who were eliminated, but this guy thought the United Kingdom, and England were one and the same...) 
So yeah, it's not uncommon for Americans to get it wrong.