Hey Chris,
1) Are you creating a new legal regulation for this requirement. If yes, then you can simply activate the legal regulation at Country Group/Country Group level.
Say you have Legal regulation "LR-CHRIS"- You can activate it as follows
LR-CHRIS
Country Group ---- ZGLOBAL- Not activated
Country/Country Group- ZGLOBAL/NORTH_AM- Activate Export Check
This way, your new legal regulation will only be determined if the Export is to any of those countries US, CA or MX. For others, this legal regulation will not be determined at all.
2) If you are not going to create a new legal regulation(with the design you have in place), then you will have to create a dummy license type NLR- No license required.
You will have to maintain the license determination strategy with another entry/row for the remaining countries group pointing to NLR license type. So, for a scenario other than those 3 countries- system will pick up license type NLR. you may have to group the remaining countries in a new country group.
I believe the first option would be more easier for you. Let's see if others have any other workaround for your case.
Hope this help to some extent.
Regards
Dhilipan