The DialogCountry table (column DialogCountry.NumericCode) is missing some country codes and also contains two that no longer exist.
This prevents from importing all the HR data as the codes do not match, which in turn produces an error.
This is a product defect (31352).
This will be fixed in a future release of the product. If you require this immediately corrected, please contact Support for a hotfix referencing the defect ID 31352.