Yes, it is artificial.
No, we don’t need to live in a country, but at the moment, we have little choice about that.
Countries are political organizations. What does that mean? It’s a very long conversation, but as simply as I can say it, it’s about people saying “this is us, and that isn’t.” “Us” lives within these boundaries and not-us lives elsewhere. Countries are a way of establishing sovereignty over territory. This is ours, and not yours.
It’s artificial in the sense that it’s arbitrary. It’s not defined by anything other than what humans agree it is defined by. That’s why we fight wars over it. It’s a way of coming to agreement about where the lines should be drawn.
The only way to eliminate countries is to unite them. If we can all learn to cooperate and trust each other, we may, indeed, be able to eliminate national borders. The world is making progress in this way, although it’s two steps forward, one step back. Europe has joined, but the US has made crossing borders more onerous.
The emotions come because every group of people (whether neighbors or a tribe or a religion or a country) needs a way of identifying themselves. “We, the people.” Every people calls themselves “the people;” the chosen ones.
So we build a myth around our history and values, and then we celebrate these stories and ideas until they become a much deeper, emotional thing that is infused in (most of) our personalities. We need this emotion in order to drum up the will to fight to preserve the boundaries. Without it, we might just compromise or give up our power to others.
So, did you ask this because you really didn’t know, or just to make a point?