In the Version 6 client, the list of countries displayed is the list of countries where you can use the client for access for your service and your configuration. Not all services are available in all countries, and some customers have elected not to allow access from "Extended Access" countries (countries where access is provided by an AT&T partner and not AT&T directly). If the country you wish to connect from is not shown, it may be because the service you are using is not allowed in that country, or it might be that you need to connect once to retrieve the central configuration flag that indicates access from Extended Access countries is allowed. Later Version 6 clients and all Version 7 client default to allowing access from Extended Access countries.
The Version 7 client interface has also been enhanced dramatically to simplify connecting from anywhere in the world.