I guess this means your map does not have a data point for "North America".
If you want a list of specific countries to be used in the map, try dragging a Query Calculation to the "Location" field, and set the expression to be a set of the desired members eg set([United States],[Canada],[Brazil],[Chile],[Argentina])
Hint - when building the expression, drag the country members into the expression from the package tree to make sure that the members are included as part of your query).
Regards,
MF.