I think you played that correctly since the card states "countries". It is indeed a powerful card in the hands of the US. I guess if the Jihadist was holding 2x Martydom, he should have played them in different Action Phases, especially knowing KSM was out there.
Played my first game of this last night and that was exactly my situation except I had bombs in the USA. I'm assuming it can be used in the US as well?
Had I known that card even existed I would have played my decoys first and then played the real deal. As much as it sucked to lose my only WMD and the game, it felt very thematic.