[docs] Fix country column sorting not working

[cherniavskii]

Fixes #3681

It exposed few things that I'm going extract to a separate issue:

• improve sortComparator typing. [DataGrid] Improve sortComparator typing #3741
  Currently for TypeScript to stop complaining users have to use type assertion, e.g.:

  sortComparator: (v1, v2) =>
    (v1 as { label: string }).label.localeCompare(
      (v2 as { label: string }).label,
    ),

• Add runtime warning if valueSetter is missing.
  According to docs:

  If you are using a valueGetter to extract the value from a nested object, then a valueSetter also needs to be provided.
  https://mui.com/components/data-grid/editing/#saving-nested-structures

  It looks like valueSetter is required when column is editable and has valueGetter.
  If so, we should add a console warning in this case.

[cherniavskii]

To make sure countries are sorted alphabetically in filter select

[mui-bot]

These are the results for the performance tests:

Test case	Unit	Min	Max	Median	Mean	σ
Filter 100k rows	ms	1,111.6	1,839.1	1,136.6	1,378.1	317.186
Sort 100k rows	ms	670	1,198.3	1,198.3	948.56	194.592
Select 100k rows	ms	142.3	275.6	205.2	205.06	43.35
Deselect 100k rows	ms	100.9	262.7	197.8	177.68	61.694

Generated by 🚫 dangerJS against b799c08