As you probably already guessed, there is no inconsistency. Since you can trust in the correctness of the correspondence
$$x_1[n]\cdot x_2[n]\longleftrightarrow \frac{1}{2\pi}(X_1\star X_2)(\omega)=\frac{1}{2\pi}\int_0^{2\pi}X_1(\theta)X_2(\omega-\theta)d\theta\tag{1}$$
where $\star$ denotes convolution, you know that if $x[n]=x^2[n]$ (as in your example) the following equation must hold:
$$X(\omega)=\frac{1}{2\pi}(X\star X)(\omega)\tag{2}$$
For the given sequence you have
$$X(\omega)=e^{-j3\omega /2}\frac{\sin(2\omega)}{\sin(\omega/2)}\tag{3}$$
So from $(2)$ we have the equality
$$e^{-j3\omega /2}\frac{\sin(2\omega)}{\sin(\omega/2)}=\frac{1}{2\pi}\int_0^{2\pi}e^{-j3\theta /2}\frac{\sin(2\theta)}{\sin(\theta/2)}e^{-j3(\omega-\theta) /2}\frac{\sin(2(\omega-\theta))}{\sin((\omega-\theta)/2)}d\theta\tag{4}$$
from which
$$\frac{\sin(2\omega)}{\sin(\omega/2)}=\frac{1}{2\pi}\int_0^{2\pi}\frac{\sin(2\theta)}{\sin(\theta/2)}\frac{\sin(2(\omega-\theta))}{\sin((\omega-\theta)/2)}d\theta\tag{5}$$
follows. So you have actually proved that awfully looking equation given by $(5)$!
I assume that with a bit of effort you could actually prove $(5)$ directly, but your method is of course much more elegant.