I think they should change their name back to the original, saxe-coburg-gotha, dropping that nice British sounding ‘made up’ name and go back to the country of their origin, Germany.
You are aware that the name England means "Land of the Angles"? The Angles were a tribe who settled in the UK in the early middle ages. Can you guess where they were from?
EDIT TO ADD:
I initially wasn't going to mention this, but I will. Throughout school I was bullied relentlessly by Jewish kids (it was a predominantly Jewish school), subject to being dragged into the toilets for a kicking, called a "kraut" and "nazi", and told, amongst other things, to "f*** off back to Krautland", and the school initially did very little even when I had my nose broken by someone trying an upward palm strike into it (it could have killed me). My sin? Having a German dad (my family is a mash of French, Norwegian, German, and Italian at some point).
While saying they should go back to the country of their origin isn't racist, it's xenophobic. If I wanted to be really petty, I could probably report this post to the mods or even the police (it falls into the grounds of hate crime), but I won't because it takes a whole lot more to trigger me. I will say that I found it grossly offensive.
Go back through history, and you'll find a most of the country would be scattered all over Europe if we had to go back to the country of our ultimate origin. Britain was invaded pretty much constantly until a few centuries ago.