As an English person living in England I have no idea whether getting someone's country 'almost right' is a hurtful thing. Is the Norwegian vs Swedish thing real? If so, is it for the reason I give - not paying attention - or is there more to it than that?
Pakistan/India
Iran/its neighbors
South Korea/North Korea (you'd be surprised how often people think South Koreans might be from North Korea)
Mexico/its neighbors
By "sensitive" I don't mean that people will get very offended, just that they might be mildly annoyed. Norway/Sweden as well as Netherlands/Belgium is mostly a playful rivalry.
This partially because it was a long time the subservient partner of Denmark-Norway, and then later passed to Sweden as war-reparations after Denmark backed Napoleon (never mind the earlier event where Trøndelag was given to Sweden after the 30 years war, only to be handed back a decade later because Sweden found them to be unruly).
That said, mostly it is playful banter. For example, all nations have similar jokes where representatives of the nations try to one up each other, and the nation of the story teller always come out on top to a massive degree.