Need to set Country code to "None" on the sys_user or any related table. Usually, the column "Country Code" is s string type with choices defined on it. This column is extensively used in currency. The choice values for this column are generally country codes.
By default, the column does not have a None option though the choice is defined as "Dropdown with --None--".
You may consider to inactivate it if you want the None option too. Make the related choice record with value "NULL_OVERRIDE" as Inactive "True".