Hi Marco,
if you understood your question right, you can do so today by turning the location filter off and limit the acceptable source(s) for e. g. port-forwarding rules to certain countries. The sole purpose of the location filter is to reduce noise in the logs, it’s security importance is rather low in my personal view.
Well, selecting single countries or creating country groups is supported today as well.
Your question sounds more like we need to clarify what the location filter is designed for and what it does in detail, but this seems to be a more general issue…
Thanks, and best regards,
Peter Müller