There should be some common sense applied to everything. Yes
technically Wales, Scotland, England and NI are all countries. Just in the same way
East germany still exists.
Having Wales, Scotland, England and NI as selectable countries sets a precident. What if members of ETA want the Basque Country as a selectable flag, or someone who has a passport to
Sealand wants a flag.
Also, since we are an international forum, more people are going recognise the UK flag, rather than the Welsh flag.