The countries you ship to is based on the countries you have in each individual
shipping method. Since you ship to the USA it means that one of your shipping
options here
https://www.bricklink.com/v2/mystore/shipping.page
has the USA selected. As to why they can’t checkout it looks like you only have
PayPal as an option instead of PayPal onsite. PayPal onsite is required for sales
tax collection so buyers from most USA states won’t be able to order unless you
add PayPal onsite as a payment option
The countries you ship to is based on the countries you have in each individual
shipping method. Since you ship to the USA it means that one of your shipping
options here
https://www.bricklink.com/v2/mystore/shipping.page
has the USA selected. As to why they can’t checkout it looks like you only have
PayPal as an option instead of PayPal onsite. PayPal onsite is required for sales
tax collection so buyers from most USA states won’t be able to order unless you
add PayPal onsite as a payment option