The shipsToCountries field on the shop object returns countries that have shipping configured, but are not in an active market.
This leads to countries being listed by this field that are not displayed in the checkout shipping information section.
There is a subtle but important distinction between “shipping coverage” (the countries you have included in your shipping profiles/rates) and “active markets” (the countries/regions that are enabled in your Markets settings).
The shipsToCountries field on the Shop object will return any country/region that has a shipping rate configured—regardless of whether it is currently part of an active market.
Because the checkout process itself only displays shipping options for countries belonging to active markets, you’ll see a discrepancy if you have a shipping rate for a country but have not included that country in an active market.