When you say investing in a country, I think you mean investing in the real sector.

Investing in a country provides the creation of new jobs. If unemployment decreases, workers' wages improve because it becomes harder to find workers. Also, more production facilities means more competition. If there is competition somewhere, the prices of the products will also be cheap. Additionally, new investments mean new tax revenues for governments. In short, investing in the real sector is beneficial for countries and states.