When you set a GEO country for a number / agent, then any customers visiting your site from that location will be directed to the set number / agent for that location upon the user clicking the WhatsApp button.
If you only have the one number / agent which is applied to a specific GEO country, then that number will be used for all customers regardless of their location. This is a backup solution to make sure the customer can still communicate with someone from your business.
You can also create a number / agent and leave the GEO country blank, which will then be used for all other countries that don’t have a specific number / agent. For example you may have a number / agent for United Kingdom, and another number / agent with no country set. Customers from the UK would be directed to the United Kingdom number / agent, but customers from anywhere else in the world would be directed to the other number / agent.