It is quite clear that St Martin is not a Europe country. Mainly because it it not a country but an divided island. A part is a French Overseas collectivity and the other a country in the Kingdom of the Netherlands where the europén Netherlands is another country in the Kingdom
But that is not relevant to the question of pgc stats because it uses the gc.com definition of a country. where most(all?) overseas departments, territories etc are treated as different countries. With a good reason in my in my opinion so it is easier to find the caches.
The resonable use on the stats is that the country should be on the continent map where is is physically located.
Guam should be in Asia even if it is a us territory etc
Bur when i tried to find a continent map for north america but did not find one
The user below with 11 countries in North America should be enough for a map to be crated. I have not looked if one exist for South America
http://project-gc.com/Statistics/ProfileStats?profile_name=NutCluster&getprofile=Get+profile#Maps
There might be more problem and missing continents for countries an i would gladly look at them all to check