Oddworld's political boundaries are not identical to Earth's. Mudos is something between a continent and a country. At first it was just called a country (and given a size similar to that of Nigeria), but they've been calling it a continent for ages. Either they upped the importance of Mudos (thereby going against original official word), or just haven't been paying attention, like much of Alf's amusing drivel.
Come to me and I'll call it a country.
