No filtering. Users cannot narrow the list by typing. With 195 options, that usually means scrolling. On mobile, it often means working through a system picker whose behavior and appearance vary by platform.
Alphabetical order ignores actual usage. Most products serve users from a relatively small set of countries. Alphabetical sorting treats Andorra and Australia as equally likely choices. Common selections such as the United States, United Kingdom, India, Canada, and Australia are scattered throughout the list.
Country naming often does not match user expectations. Users look for familiar names and abbreviations: "US," "UK," "UAE," "South Korea." Many lists use formal names instead, such as "United States of America" or "Korea, Republic of," which slows recognition and search.