Is no one else interested in this feature? Just about every other firewall out there does this.
This can sort of be done with group policies but it is not granular at all and will block any outbound traffic to those countries. It also shows all the hits in the logs as layer 7 rules do not apply to inbound nat / port forward rules.
I'm surprised that this is not largely requests as it is such a basic feature that all decent firewalls should have.