Unless someone knows a different way. But maybe you typed your reply while I was adding extra to my reply - where at the end I showed I did it, as a test, for the first five countries (using Copy and Paste).
So after that I re-did it and this time made the screen picture above. I left-clicked just above Afghanistan then dragged down. Then when highlighted in blue I right-clicked, as shown.
Though earlier tonight I read a topic about exporting to Excel, so maybe whatever it refers to does include the names of all countries. I have never using the export function - maybe someone else can help.
If you want to send me a Private Message, and include your email address, I can send my list to you.