Their other name is "Simien jackal" but Ethiopian wolf has stuck. That's the thing about an animal's 'common name'; it often has several, especially in different languages.
There are several examples. Grey foxes for example are no foxes at all. The closest relative of true foxes (Red fox, Fennek,....) is the Tanuki. And even the "real dogs" like wolves or south american dogs are closer related to the true foxes than the grey fox.
Ethiopian wolves are usually regarded as being the most divergent of Canis species, in which case they aren't any more closely related to the Golden Jackal than they are to true wolves (with the Lupulella jackals splitting earlier). I'd wager that Ethiopian wolf is still the best name for them given there's only a single jackal in Canis.