Yeah, there has to be a reason beyond just "loads of people died" for a country to disappear. Either much greater casualty rates, or it coming under the authority of another one. The latter would require some justification, since it's not like land is an issue, which would mean strategic positions and resources.That's pretty ASB, even with 40% dead there's still 4.2 billion people left. Most countries would not completely collapse (unless it is extremely virulent in some and near nothing in others.)
The black death killed around 33% of Europe off. Countries didn't cease to exist.
A splintering of countries would make sense, if there is already support for it. Kind of hard to maintain central authority if everyone is dying, so you could see places like Catalonia, Brittany and Corsica going independent. Conversely, the destruction might see these regions not want to go independent, if the central authority is actually helping them survive.