yea, I also just tried that with your code and it did change but then reverted back to On after I re-entered the webpage log-in to check on it.
I also tried to do it thru my admin access but seeing how these are on account and not separate orders, I could not access it to see that option thru admin access (that's a built in security for account holders).
I was able to set the Country to 'All Countries' thou and it did save as that.
Try it now for results.