EUR SEPA withdrawals are currently only available if you have a bank account in one of the countries belonging to the Single European Payments Area (SEPA), which includes all members of the European Economic Area (EEA). EUR wires to banks outside that area are not available.
If you want to withdraw EUR to banks in countries or territories where the Euro is not an official currency but has been unilaterally adopted or is widely used (e.g. Montenegro, Andorra, etc.) you cannot use SEPA. Instead, you should select 'EUR SWIFT (SMBC)' as a withdraw method.