ZIA ATP - Blocked Countries - Practical Approach?

I’d like to know what the common practice is regarding use of ZIA’s Advanced Threat Protection’s “Blocked Countries” feature. In theory, this sounds awesome but we’ve tried utilizing geo-blocking for our e-mail gateway but it turned out to be far too impractical. Any personal experiences (good/bad) would be appreciated.

I did find the post below on this topic but it seemed centered on ZPA rather than ZIA: