the term "Bangladeshi" cannot be a substitute for a "Bengali". not accounting for West Bengal, Bangladesh by itself does not solely represent even Bengali Muslims as a religious-ethnic group. there are other groups of people who are Bangladeshis.
so if you interact with a Bangladeshi, it is very ignorant of you to assume he is Bengali Muslim for example. even if he is a Bengali Muslim, the concept of "Bengali" to a Muslim is more region-based. but for a Bengali Hindu the concept of being "Bengali" means having an "un-corrupted" lineage and following a purist Hindu Bengali culture or Bangaliyana.
for a Bengali Muslim, being "Bengali" represents a melting pot of various Muslim groups who came together in the region over time. whereas a Bengali Muslim considers the practise of languages and scripts like Farsi, Urdu and Arabic, and Nastaliq and Naskh, as enriching and fulfilling for Bengal and of being "Bengali", a purist Bengali Hindu considers such influence as corrupting. also during colonial period, because Hindus gained the authority to define what is official "Bengali" language and what is "Bengali" culture, only Hindu culture became "Bengali" culture and Bengal's Muslim culture became just Muslim culture
now about Bangladesh, it is an entity that was created by Muslims of various regions of then-British India who were later considered different ethnicities. however probably all these different subcontinental Muslim ethnicities were just "Muslims" before all these classifications