The importance of marketing is the same for all of these types of entities. They must all market themselves so as to project the best possible image to the world. By doing so, they will be able to get others to think well of them.
The type of entity does not matter -- the goal of marketing is still the same. A corporation, for example, wants to sell more of its products. To do so, it needs people to think well of it. Therefore it needs to engage in marketing. A country wants to have a good image in the rest of the world for economic purposes and/or for purposes of political power and prestige. To get such an image, it needs people to think well of it. Therefore, it needs to engage in marketing.
Marketing is always about making the general public perceive an entity in a positive light. All entities want to be perceived in this way and therefore they (when they can) engage in marketing.