Best way to sort a multi-column list: Top to bottom or left to right first?

I'm creating a long list of countries that span across 3 columns and initially I ordered them left to right and then top to bottom but a colleague of mine said it would be more natural to sort it first top to bottom and then left to right.

The overall height of the columns is small enough to be completely in view within the viewport on desktop so there's not a problem with having to scroll vertically to read through the whole column before moving to the next.

Are there some best practices surrounding this?

Curious to hear your thoughts, thank you!