By default when using one of the delivery address blocks the country will appear only for those contacts that do not live in your country. For example, if you live in Germany and you're creating a label for a contact that lives in Sweden then then the country Sweden will appear. But if you create a label for a contact that lives in Germany (your home country) then the country will not appear.
You can choose to always draw the country, never draw, or draw if not your country by doing the following steps:
1. Choose SOHO Labels > Preferences, and click the Appearance button.
2. Choose the option you want from the Country pop-up menu.