The conservative approach means that we often lack the power to separate out individual effects, which is what happened here. The authors continue When the countries were analysed separately, the associations between the healthy diet indicator and all cause mortality were essentially the same, although they no longer reached significance. This was due to a low statistical power resulting from the smaller numbers of subjects within a country. When this happens, the investigators have no choice, in my opinion, but to design a better study. There are so many things in a culture other than diet then might influence survival that it seems unwise not to adjust for country.
Good science is often expensive, inconvenient, and difficult.
The article focuses on the beneficial effects of diet, with the possbile effects of not adjusting for country relegated to the Discussion section.