[bgrainger]

The Kenya joke explanation is fun, but probably not the real reason. ChatGPT (GPT-3.5) also fails for "L":

User: Did you know that there is no country in Africa that starts with the letter "l"?

ChatGPT: Yes, that's correct! As of my last knowledge update in September 2021, there is no sovereign country in Africa that starts with the letter "L." If there have been any changes or new developments since then, I wouldn't be aware of them.

(Libya is just one counterexample.)