When I tap some the areas for some small countries, it does not play the appropriate response.

Due to the relatively small size of some countries, a special call-out list exists nearby in the ocean area that gives access to these countries. Simply note the number printed in the territory (e.g. 1 for LUXEMBOURG, 6 for GRENADA), find the corresponding number in the nearby call-out list, and tap the country text to access its information.