Since WooCommerce version 3.5.2, WooCommerce doesn’t display Country name in either billing or shipping addresses.
This happens only if the Shop Base Country set in General Settings is the same as the Shipping and Billing Address Country of the order placed.
If you want to display the Country name even if the shop base country is same as the customers’ shipping or billing country, you can add the below line of code in functions.php of your websites’ active theme:
add_filter( 'woocommerce_formatted_address_force_country_display', '__return_true' );