Well, Sweden has SE or SWE.
Bot should give you/us official codes of countrys imo.
CG is something like Crna Gora, right? It may be confusing for someone who don't your language or know your country by it's english name. In czech it is Černá Hora so I can figure out what CG means but some American?
Similiar examples:
Finland uses FI, not SU (Suomi)
Netherlands uses NL, not HO (for Holland)
But there are some countries using codes made from their language:
Spain (ES - España)
Belarus (BY - Belorussiya)
United kingdom of Great Britain and Northern Ireland (GB, not something like UKOGBANI
)
Croatia (HR - Hrvatska)
So all in all you are just unlucky and people are stupid coz Mexico uses MX.
I remember I played with a guy who wasn't from Internet Explorer (IE) but from Ireland