Thanks for the feedback - we will certainly consider this in the future. In the meantime, you can create segments for each of the continents (ie, North America would contain a "Country = Canada" OR "Country = United States of America", etc). Clearly that's manual, but you could do it once and it should work forever.
We recently implemented OneTrust via Adobe Launch with Opt-out and Opt-in consent depending on the continent for example Africa vs Europe.
Now we have noticed that on some of our international site which uses both options there has been a significant data drop and we would like to create a view of users who opt-in vs those who opt-out.
Having to create those segments manually is pretty messy.