It has no relation to the idea that they are countries.
Just imagine that particular strip as another cartoon with different characters.
Ignore that they are countries.
It's just a comic about how a couple of people weren't invited to a quiet teaparty, and so pranked them in a creative way.
The fact that the series is then focussed around the embodiment of countries, is then used, and these guys are given characters from the series.
He could've made them any random country (Probably not Sister Japan though, as she typically has nosebleeds when aroused) and it would have been the same comic.
He just used the guys outside, because in other comics, they all mess around with Sweden.
He used the guys inside, because England, Japan and Sweden are supposed to be posh, and so could be seen having a teaparty together.
If you read the comics, you'd notice that he gives each of the countries a body, and slowly, they become more than just a stereotype of a country, but they also become individual characters and he protrays them as if they were different characters from any other sort of comic.
It's less "They are countries" and more "They are people, who sometimes represent their countries either as stereotypes or mimicking the news."