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Really depends on the audience and the size of the country on the world stage and the geo political relationships of countries. Typically, big players on the world stage (Major players tend to include the United States, U.K. (not a superpower but one of the closest allies of the U.S. and James Bond's home nation, when he isn't Scottish and at his most awesome.), Russia, and China. Other nations tend to be major European Powers like France and Germany, or major Middle East Powers (Turkey, Pakistan, and Israel). Two outliers small nations that typically get mentioned are Cuba (The U.S. militant dislike of Communism and it's proximity to Florida have made Cuba a surprisingly powerful intelligence focused nation) and Switzerland (Not known for offensive intelligence operations, but given Swiss Neutrality, Switzerland tends to have a lot of spies pass through as they have connecting flights between rival powers. If you do see Swiss military or intelligence in action, it's usually in Rome of all places, since the Swiss Guard are the official bodyguards of the Pope and the Vatican.). From there, smaller countries may attract attention for stories, but at this level many authors can have fictional nations blended in. Few Americans can tell the difference between Rojava and Val Verde (the former is a real break away region in the Syrian Civil war that is seeking to become an independent nation but has not yet been recognized. The later is a fictional Caribbean or Central American nation that was used in many 80s action films and still gets a nod from time to time. The phrase "Val Verde" (Green Valley) was used because it is identical in French, Spanish, and Portuguese.).

China famously will not allow works that are critical of China to enter their market places... legally of course... and the Middle East tends to get touchy about their depictions in fiction, but not overly so. China being a financial powerhouse tends to disrupt Hollywood film productions. Other nations actually don't mind their depictions in fiction and a few are grateful for recognition (Russians actually have a love of Russian villains in American films, although this is because during the cold war, actors from Russia were scarce in Hollywood so the roles were given to Americans who spoke with very fake Russian accents that were laughably bad to native Russian speaker's ears. It's probably more offensive to depict a nation incorrectly in terms of culture or city layout. Try to find maps to use as references.

Fictional countries are used either to have a composite of elements or to have more creative control over the government's response or international relations in the world. Say you want to set your story about North and South Korea uniting... it might break the willing suspension of disbelief if that was depicted in your story... but if you had a fictional separated Asian nation that was very Korean in culture, it's easier to accept the negotiations going on. It might also be useful if you have an assassination plot as most nations don't like depictions of their leaders getting shot (The U.S. public is especially sensitive to successful presidential assassinations, especially when it's a current president, but they love "save the president" and "Die Hard in the White House" plots).