Well, linguistically speaking, country names with multiple spaces like 'United Kingdom' might also count as one 'word' since they act as a single unit in the sentence and you can rarely or never put other elements in the middle. But those aren't the rules of this quiz.
Linguists tend not to care about what "counts" as a word anyway because it turns out not to be a very useful concept for studying languages.
As far as silly internet quizzes go, I don't think there's a right answer to the hyphen question, but surely people will complain no matter which option you choose.
This series does feel particularly barrel-scraping. It didn't annoy me though, I'm not averse to mentally travelling the world seeking any country that satisfies my needs.
Not me thinking Mauritius was in Asia... because after all these years on JP I still can't keep Mauritius and Maldives straight. Obviously I need to go on a lengthy fact-finding trip to cement this into my head.
As far as silly internet quizzes go, I don't think there's a right answer to the hyphen question, but surely people will complain no matter which option you choose.