I do not see the point in claiming there are separate languages named "Montenegrian", "Moldavian" or "Macedonian" when those were actually made up during the communism era and didn't exist before the Second World War. Before the First World War, Serbian was the official language of the Kingdom of Montenegro. People living in contemporary Macedonia used to identify themselves as Bulgarians, and Romanian speaking people in Russian Empire (today part of Moldavia and Ukraine) also identified themselves as Romanians.
I understand such countries need to develop their identity after more than 40 years of communism. However I do not see how it would help those isolated, small and poor countries to develop to deny their common language with their larger neighbor. Having a common language with a larger, more widely recognized country would only help to get foreign people interested in the region.
Also, I do not see why former Yugoslav countries now deny the existence of a common Serbo-Croatian language, although this makes slightly more sense than the above, considering the atrocious crimes each of those communities committed against each other during the 1990s, and the fact that the writing can be either in Cyrillic or in Latin characters.
In French speaking Switzerland or Belgium we have no problem saying we speak French, this do not create any problems - we don't have to claim we speak "Swiss" or "Belgian" - and that despite the fact a small fraction of our languages actually differs (the #1 difference is how we count).