Each country? Nah! But for sure, Russia, China, Iran, Iraq, N. Korea, the US, UK, Aus, and a few others have that capability. More significant are the criminal organizations operating in some of those countries, often with a blind eye, a wink wink, or even total sponsorship from the governments. I won't mention names, but Putin for example.
But I believe the threat is WAY WAY overblown by fearmongers, parrots and the uninformed - at least for the vast majority of us home users.
No router is hack-proof. Period. And if a determined professional hacker (especially one with deep pockets and backing) is out to get you personally, you might as well disconnect from the Internet, destroy all your smart devices, and move to a deserted island that is totally off the grid.
We really need to ask ourselves, "What do I have that is so valuable, a hacker is after me?" Odds are, we are not as important as many of us think we are. This is why the vast majority of hacks these days are against companies, local governments, organizations and their networks, and not individual users.
Most bad guys are lazy opportunists. They go for the easy pickings. If not easy, they quickly move on.
So to make our own local networks extremely hacker "resistant" is actually pretty easy.
At a minimum, do the following:
1. Use a newer router that supports at least WPA2, preferably WPA3.
2. Disable remote admin capability with the router and WAP (wireless access point)
3. Change the default admin password for the router and passphrase for wireless access.
4. Use strong passwords and passphrases that have zero similarly to your dog's or kid's names, address, important dates, etc. "Hard to remember is hard to guess".
5. Disabling SSID broadcasting is not necessary but I recommend changing the name to something not associated with you.
6. Keep router firmware current.
7. Keep all connected devices and their security current.
8. Don't be "click-happy" on unsolicited links.
There certainly are other steps you can take, but again, bad guys are lazy opportunists. Doing the above removes the low hanging fruit. Do the above and the bad guys will quickly move on to easier pickings - unless he or she is out to get you personally and then, you have bigger problems (like the personal safety of you and your family
) to deal with.
All I am saying is be aware, but there's no need to be paranoid about it - at not for the vast majority of us.