Why should that attract my notice? Well, because Wales is already plural in form, like United States. Wales is the modern spelling of wealas, Old English for "foreigners, Celts, Romanized fops." It shares the same Germanic root that shows up in Wallachia and in walnut. The modern spelling of the singular is the same as Evelyn Waugh's surname.
Now, since Wales (like the United States) is also a nation, a singular thing, one generally says, "Wales is," not "Wales are." But still: Waleses? Would one say, United Stateses? Or would one say, "three United States," counting on the context to refer to three nations like the USA, not three of the fifty States in the Union? In any case, Waleses is an obvious way to refer to multiple renditions of the nation of Wales, I suppose. And the fact that English allows one to do this with minimum fuss is one of the glories of the language.
Late thought: I believe I have heard/read the Prince of Wales and his wife referred to as "the Waleses," too. But that didn't rattle my cage in quite the same way. Still, ain't English wonderful?