The wikipedia search is searching over geocoded wikipedia articles and it can only find articles that are geocoded.
The title parameter searches for articles with the search term in the title. Myanmar does not seem to be in the title of any article. But you find it with the q parameter:
http://ws.geonames.org/wikipediaSearch?q=myanmar
Whether 'Myanmar' is the 'official' name is controversial. The name is not recognized by many countries as it was imposed by the military junta.