General help

Check the setting in Site administration > Location settings > All country codes. This determines which countries appear on such lists including user profiles. There's a full description there of how this should be set depending on what you want to. If you or someone else has put ES here, then that would explain why only Spain appears on the list, since that would restrict the list to just Spain. Leave the setting blank to show the full list provided in Moodle or you can add specific countries you want using the official codes.