Something to consider, though: even though the names of many countries are grammatically feminine, they still retain the concept of a "fatherland", which is very definitely masculine, being related to a idea of a "father" (obviously). In Latin, "father" is "pater", "fatherland" is "patria" (a masculine concept, but a feminine word!), from which English gets words like "patriot", "patriotism", etc.
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