They’re a medieval diarchy with the French president being the co-head of state, that survived as “independent” by sheer irrelevance being stuck in the mountains,
San Marino, a small enclave republic that remained independent by some idiosyncratic facts during Italian unification. Has no foreign relations.
Lichtenstein, a residue of the Holy Roman Empire that survived again by being stuck on high mountains. No foreign relations just a tax haven.
Faroe Islands aren’t even a sovereign state by the loose definition of the above three.
gibraltar is a British over sea territory with a population that could fit into the old white hart Lane. Again not sovereign.
so as we can see none of them is a country and those who are “independent” are so by virtue of some odd facts that made them irrelevant in the 19th century. Why not have Cornwall, the Isle of Man, or Mount Athos join UEFA as well?
at best they can a preliminary round for the fake states