These types of exceptions are a result of the value in the import file not containing the value type or specific value that CRM expects. In this scenario the user is importing a COUNTRY abbreviation of 'US' that does not match what's configured as the official abbreviation for the country of the United States, that being 'USA' ergo the exception.
To resolve this issue you must ensure that the import file fields match what's configured within the CRM application and reprocess the import. In this scenario replace all 'US' entries in the import file with 'USA' and reimport. Another idea is to import using the ISO code/entity mapping.