The second NiceTabular reproduces the first without using \multicolumn or first-row.

\NRow will output the row number decremented by 1 from the second row forward. \ARow does the same with alphabetical output.
\documentclass{article}
\usepackage{nicematrix}
\begin{document}
\begin{NiceTabular}{>{\arabic{iRow}}cc>{\alph{iRow}}cc}[first-row]
\multicolumn{1}{c}{}\Block{1-2}{Name} && \Block{1-2}{Country} & \
& George && France \
& John && Hellas \
& Paul && England \
& Nick && USA \
\end{NiceTabular}
\bigskip
% *************************************************** added <<<<<
\newcounter{iRowtmp}
\newcommand{\NRow}{\ifnum\value{iRow} >1 \the\numexpr\value{iRow}-1\fi}
\newcommand{\ARow}{\ifnum\value{iRow} >1 \setcounter{iRowtmp}{\the\numexpr\value{iRow}-1} \alph{iRowtmp}\fi}
\begin{NiceTabular}{>{\NRow}cc>{\ARow}cc}
\Block{1-2}{Name} & & \Block{1-2}{Country} & \
& George& & France \
& John & & Hellas \
& Paul & & England \
& Nick & & USA \
\end{NiceTabular}
\end{document}
Interesting bit (after @Alan Munn comment) : the \ARow command can be further simplified by suppressing the row number check as in
\newcommand{\ARow}{\setcounter{iRowtmp}{\the\numexpr\value{iRow}-1}\space\alph{iRowtmp}}
It will still work on the first row (where \iRow-1=0} because \space\alph{<\iRow-1>} will produce only the white space.
\multicolumnand first-row. – polyn Apr 26 '22 at 11:38