Those may be counted by Groundspeak as "countries", but they are not independent nations recognized by the UN. Cocos (Keeling) Islands and Heard Island and McDonald Islands belong to Australia, and Bouvet Island belongs to Norway. The latter 2 are completely uninhabited. West Island in the Cocos Islands, on the other hand, has an airport and a population of about 100. There is also another inhabited island about 8 kilometers to the northeast called Home Island that has a population of about 500 and can be reached by ferry. The airport has regular flights to and from Perth and Christmas Island, so it's pretty accessible for Australian tourists at least. I suppose someone who lives on the island would have to maintain any caches placed, and it's unlikely that anyone there has even heard of geocaching. But it is possible that there will be caches there someday just like in many other island nations.
So, in terms of what countries are internationally recognized as actual, independent nations, there are still only 2 of those that remain cache-less: North Korea and Nauru.