And the other begins and ends with ‘E’?
Or is there some other reason?
ETA: Only 6 total, because of the 2 Americas.
"Is it just a coincidence that 5 of the continent names begin and end with ‘A’?"
Yes.
Europe
Oceania
Africa
North America
South America
Asia
Antarctica
I’m not seeing it.
Take out Oceania and add Australia.
Continent names in French: L’Amerique du Nord, L’Amerique du Sud, L’Afrique, L’Europe, L’Asie, L’Australie, L’Antarctique. In German: Nordamerika, Süsamerika, Europa, Afrika, Asien, Autralien, Antarktis.
I’m not going to claim that your observation is unique to English, but it’s certainly not universal.
I thought that the “a” ending was due to the Latin:
This would include such terms as Oceania.
What’s funnier is that Europe is derived from the Goddess Europa, which if kept would have made all the continents end in “a”.
It’s not just continents. A lot of country and province/state names end in A. This thread discusses it, but there’s a not of hard information. One poster does cite a book that says it goes back to Syria.
It’s kept in Spanish. The other names in Spanish are the same as in English (taking “America” as a single name) except for Antartida/Antarctica.
It’s because they all wanted the top spot in the phone book. 
Europe isn’t a continent. It is Eurasia. Sorry, but I’m pedantic.
To be pedantic, since there is no universally agreed-upon definition for continent, you can be opinionated about it, but you can’t really be pedantic.
So in French, ALL L’Continents begin with L’ ? L’Coincidence?
I guess you believe initialisms and acroyms to be synonomous?
“Because that’s how place names end in Latin” which, if you think about it, is not any more fundamental an explanation than “because that’s how continent names end in English,” but that’s language for you.
That they begin with A? Coincidence.
That they end with A? Latin.
You speak a very strange dialect of German indeed.
Well, there are two typos there: it should be “Südamerika” and “Australien”. If you think there’s a third, “Antarktis” and “Antarktika” are synonyms.
It’s my keyboard’s fault.