In GADM, a "country" is any entity with an ISO country code. Frequently these are not sovereign states.
For example Greenland is an "ISO-country", and so are the Faroe Islands, and so is Denmark. Together these three ISO-countries form the Kingdom of Denmark, a single state (or country --- but not for GADM).
Worse still is that the world continues to have many disputes about the sovereignty over areas. We do not wish to express any opinion about such matters and we try to map the de-facto situation.