Some countries obviously should be countries. Iceland is a good example. One language that everybody there speaks, and which nobody speaks elsewhere. A definite racial homogeneity, with just about everybody being related. A common history and set of traditions. And most belong the the Church of Iceland, and according to Wikipedia, only 1.5% of Icelanders are nonChristian (and I'll bet that small bunch is mainly into some kind of Asatru). The idea that it should be divided into more than one country, or that it should be part of a larger country, is just silly.
Most countries aren't that clear-cut. You can make a case for Spain, say, being divided into two or more countries, based on language, because Catalan is a full-fledged language separate from Castillian Spanish. And there are other, less well-known languages as well, including Basque.
You can make the case that Germany, Austria, and part of Switzerland should all be one German-speaking country.
And for a long time, the fact that both Pakistan and Bangladesh were Muslim was enough to make that pair into one country, called "Pakistan," until 1971, when Bangladesh broke off to form a separate country. About the only thing the original country had in common was Islam, because the two halves differed considerably in terms of race, culture, and language.
On the other hand, parts of India differ as much or more, but it's stayed together since its formation in 1947, when Pakistand broke off from it.
To make this clear, imagine a "country" made up of say, Oregon, Hokkaido, Transylvania, Haiti, Nepal, and Tierra del Fuego. No common history, race, language, religion, or anything. No reason to have a common government, no reason to be a "country." Some "countries," like old Pakistan, and Czechoslovakia, Yugoslavia, the Soviet Union, etc., have come to realize that they don't have enough rationale to be single countries, and have divided into smaller countries.
But all countries that remain have some sort of rationale for being a country, and it's always some combination of religion, ethnicity, language, geography, and/or history. And no, it's not, and never has been, a propositional reason. I've written a lot about that canard. Just enter "propositional" in "Search this blog" over there on the top right and you can find it. The United States, despite all the Ellis Island blather you've heard, is not a propositional nation. It's a nation based on language, ethnicity, and a common history. And it has the right, as all countries do, to preserve itself as it is, and is not required, logically or morally, to change its character by admitting incompatible immigrants.
At Lewrockwell.com, Paul Gottfried defends the right of every country to ensure its own existence, including the United States.