Unfortunately, the plugin does not offer its own country list by default, unless you create it manually, which is time-consuming and also eats up a lot of resources when loading.
Solution: First, the plugin Listo is needed, which despite the message also runs with the current WordPress version. If this is installed and activated, a corresponding field can be created in Contact Form 7.
[select land data:countries default:60]
The value default:60 stands for Germany.