Hi,
I think that could be possible using Javascript.
But when you want to use the Marketo standard options, don't you think it's a solution to create a country picklist with a text mention that you don't do business with countries which are not listed in there.
Or you could build a full country list and when people are selecting a country which you don't do business which you can build a text field with visibility rules so that the field automatically appears when people are selecting a country which you don't do business with.
In this case they could submit it, but why should they when you mention that. It will not prevent them from being submitted but the number of submissions from "wrong" countries will be very low.
Any the wrong mentions could be filtered out using a data management smart campaign.
Hope that helps.