Why can't I select a specific country in the address fields on the checkout page?

There is an option (see checkout.shippingCountries) to limit which countries the consumer can select as a shipping address during checkout. Please inspect the request body of the Create payment method in your integration to see which countries you have enabled shipping to. You can find all of the supported shipping countries in the API reference.

If you are using a webshop plugin, the plugin may use the shipping countries configured in your e-commerce system.