Is it just a coincide that странный sounds a bit like "strange"?
If anything, it's strange there aren't that many of those "coincidences".
Wiktionary says that "странный" (strange) as well as "страна" (land, country) both are from "сторона" (side).
A bit of nitpicking: страна is not really derived from сторона. They both come from the same Proto-Slavic word, but сторона is the original Russian word, while страна is a borrowing from Church Slavonic (cf. город/град, холод/хлад, золото/злато).
what's the adjective for страна if it isn't странный?
странский, странневой, странновый, странческий... all seems wrong.
Why don't they accept "an odd question"?
Perhaps they haven't added it to their database yet? You should definitely report it.
Где я была всю ночь? Странный вопрос! Разве я не свободная женщина, которая уходит и приходит, когда захочет?