Ha.we!
I think that we people down here in the US are mostly familiar with the term "Algonquin" being used only for the family of languages and as a general ethnographic term for the peoples who speak them. The fact that many of the First Nations up north use official English names such as your own Wolf Lake Band, or Frog Lake First Nation for example, may cause us some confusion. These location-specific names gloss over what culture the people who live there belong to, to an extent.
Add to that the fact that many frauds are lazy or just clueless enough to juxtapose many unrelated things together to seem exotic. For instance the also mythical "Cherokee traditional medicine person who practices Lakota sweat lodges and sells Ojibwe dreamcatchers". That's just a silly example, but you see many pop up that try to sell personas just like that, so to see someone claiming to be Algonquin when you are only used to that referring to the language itself, it seems obviously made-up to us. Of course, this is just our ignorance of what terms are commonly used in Canada, but to many it sounds as outlandish as claiming to be from the
"Western Romance" people.
I have to admit, I didn't think that any bands actually identified themselves as Algonquin until your post made me look it up. I thought that you folks called yourselves Anishnabeg or one of the many related terms, so you have educated at least one person.