No one is confused if you can the UK a country, or if you call England, Wales, or Scotland a country.
You might get a tedious person saying something like "actually, Wales is a principality".
Maybe not in isolation, but if you call the UK and England both countries in the same conversation you’re going to be met with confusion.
I would be confused if someone called Wales a country. I thought Wales (unlike Scotland) was a region of England and had little autonomy. TIL.
I must admit I've never heard NI being called a country... wouldn't be the UK if there wasn't some horrible complication involved.