What's that for a list ? These are not countries :
Azores (EU), Balearic Islands (EU), Canary Islands, Faroe Islands, Corsica (EU), Gibraltar, Greenland, Madeira (EU), Spitzbergen.
These are semi-countries : Andorra, Liechtenstein, Monaco (EU), San Marino (EU), Vatican City State.
I also don't know why you consider Monaco and San Marino as EU, and not Andorra and the Vatican. Officially none are EU countries, but all but Liechtenstein use the Euro and are dependent on EiU countries (eg. militarily).
These are not in Europe (Europe ends in Istabul) : Armenia, Azerbaijan, Georgia, Kazakhstan, Kirghizstan, Tajikistan, Turkmenistan, Uzbekistan.
It is debatable whether these are part of Europe, as the largest part is in Asia : Russia, Turkey
So we are left with :
(Non-EU) former USSR : Belarus, Moldova, Ukraine
(Non-EU) former Yugoslavia : Bosnia-Herzegovina, Croatia, Macedonia, Montenegro, Serbia
These used to be 2 countries only 16 years ago.
We are left with ( added "=> EU" to show the countries you forgot are part of the EU) :
Albania
Austria (EU)
Belgium (EU)
Bulgaria => scheduled to join EU in 2007
Cyprus => EU
Czech Republic => EU
Denmark (EU)
Estonia => EU
Finland (EU)
France (EU)
Germany (EU)
Greece (EU)
Hungary => EU
Iceland => partly EU (EEC & Schengen member)
Italy (EU)
Latvia => EU
Lithuania => EU
Luxembourg (EU)
Malta => EU
Netherlands (EU)
Norway => partly EU (EEC & Schengen member)
Poland => EU
Portugal (EU)
Romania => scheduled to join EU in 2007
Slovak Republic => EU
Slovenia => EU
Spain (EU)
Sweden (EU)
Switzerland
So that leaves us with Alabnia, ex-Yugoslavia (except Slovenia), ex-USSR (except 3 Baltic countries) and Switzerland as non-EU members. Switerland has many special treaties with te EU (eg. non passport required, just ID card), most places accept the Euro, and the 3 main languages are EU languages.
The USA is 3x bigger than the EU. Only 72% of the people in the USA are white, the other are from various ethnic groups from all over the world. In comparison about 99% of the EU is white. The USA is also more geographically different than Europe, as Europe doesn't really have tropical states like Florida or vast expanses of desert. But the USA is a country, right ?
India is only slightly smaller than the EU, has more official languages and much much more languages and ethnic groups in total. Do you consider India as a continent ?
Already explained above for China.
What's more the EU has a flag, a national anthem, a currency, a parliament, a government, a nationality (in addition to member's states'), and soon maybe a constitution. Why wouldn't that be a country ? 150 years ago, most places in the world didn't have these.
And here is the
factsheet of the EU as a country