It's a common distancing language used for current wars by the news media (particularly in the US.) It's not how "wars are named" in any more general sense.
It was the War in Iraq, the War in Afghanistan, the Vietnam War, the Crimean War.
Only two of those follow the pattern you suggest is "just the way wars are named".
They don't call it the War on Ukraine either.
Outside of news media reports, it is the Russo-Ukrainian War, not "the War in Ukraine", while in media reports it is "the War in Ukraine" (often even when the events being discussed are factually in what is, undisputedly, Russia.)
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It's a common distancing language used for current wars by the news media (particularly in the US.) It's not how "wars are named" in any more general sense.
Only two of those follow the pattern you suggest is "just the way wars are named".
Outside of news media reports, it is the Russo-Ukrainian War, not "the War in Ukraine", while in media reports it is "the War in Ukraine" (often even when the events being discussed are factually in what is, undisputedly, Russia.)