So, I seized zmarties' suggestion and integrated links to Wikipedia and Google into the information balloons. This may not work with all 269 countries and territories, but most of the links I tried, worked. In case you're not getting a hit on Wikipedia (e.g. for the Holy See), you can still click their search link on the resulting page.

It's another wealth of information, one click away, and, I have to tell you, my kids love it!

P.S.: The Wikipedia and Google links are implemented using the <balloonStyle> KML-element, so I'm not sure, if this works with all Google Earth versions. I'm using version 3.0.0693.