Personally, I've always assumed that Kanto/Johto were a part of the same country, but just different states/provinces/regions, etc. The United Kingdom example could be a good possibility too, as Scotland, England, N. Ireland and Wales are considered seperate countries in some aspects (like sporting competitions), but counted as a single entity otherwise.
I can only assume that the other regions are their own countries though, considering the long distances between them (as far as we know).