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I am trying to setup a multistore with 4 domains: .EU / .DE / .CZ / .SK

I would like to have active countries (for shipping) on each domain like this:

.EU: all EU countries 
.DE: Germany + Austria
.CZ: Czech republic
.SK: Slovak republic

I am trying to set it up here: International -> Locations -> Countries, but it does not work properly.

For example: I choose settings for .SK domain and I leave just Slovakia enabled.
After this I switch to settings for .DE domain and I enable Germany + Austria.
I come back to settings for .SK domain and I have Slovakia + Austria enabled.
When I enable every country under .EU settings, it enables all countries for all domains. 

Long story short: no matter which store I choose (or I select All stores), it uses current settings for all stores.

Am I doing something wrong or am I facing some kind of bug?

PS 8.1.5