The phrase is more of an indication of a lack of hostility on their part. Even something neutral like "what country is that" could come across as a bit confrontational, in English. It would almost be like asking the question with an assumption that you can't answer because it wasn't correct when clearly it is and they would just like to find out more.
Theres a fair amount of performative politeness you have to go through to take the edges off of English. It's not just fake-ness, as it can sometimes come across to non-native speakers. As I'm sure you know already, English is the a very information efficient amalgamation of 3 different languages. For example, some people find poetry and literature far more rich and descriptive in other languages. Due to it being particularly efficient at information exchange, it can also come across very blunt too.
Just thought you deserved a proper answer, with context, as you were kind enough to give one yourself.
That's the same thing though.