Handling loops in datawarehouses is not as straightforward as you might think. Some OLAP tools create Cartesian products between all possible combinations of dimensions, resolving different subqueries for each combination. Although the simplicity of the datamodel seems appealing, you wont like the drop in performance and issues it brings (ambiguity in query construction).
So I can understand why Qlik chose to restrict loops, and as a consequence, I don't think it's possible to use a single country table the way you intended. On the bright side, the design modifications arnt that difficult. The only argument I can think of in favor of having one table, is if you want a single select field COUNTRY, and all data on the sheet to correspond to that. You can use field triggers to align home country and car manufacturing country to resolve that.
