That is up to debate, same as Russian - for Turkey. Yet, common ground is, they are counted to Europe at least partly.
Also Vatican City is by all means regarded as a real country, if not all other city state would be the same and in addition Liechtenstein too as they share many characteristics that those city state have.
It is an US dev that develop that title and it is base in the US. Same would be if a Swiss dev made a game that is based in the Swiss.
Even more it wouldn't make sense to have a game based in the US and all the laws and other conditions would be based on Zimbabwe.