How do I make RefreshIndicator disappear?

You need to add return here:

Future<String> getCountryData() async {
    setState(() {
      _loading = true;
    });
    var response =
        await http.get(Uri.encodeFull("https://restcountries.eu/rest/v2/all"));
    var decodedResponse = json.decode(response.body);
    setState(() {
      _countryData = decodedResponse;
      _loading = false;
    });

    return 'success';
    }

and here:

body: RefreshIndicator(
    child: CountryList(key: globalKey),
    onRefresh: () {
      return globalKey.currentState.getCountryData();
    },
  ),