Some are scams, such as the Dominion of Melchizedek, which I exposed as a fraud nearly two decades ago. But most new countries are never fully realized simply because their promoters suffer from the delusion that their claims of sovereignty will magically be recognized, without anyone putting together a clear plan for getting there.
There are two almost insurmountable obstacles:
Getting anyone to take you seriously (diplomatic recognition, etc.)
Defending your territory from incursions by more powerful neighbors
A great example of a claim that hasn't been taken seriously is the Principality of Sealand, a "country" founded on an abandoned World War II gun platform in the North Sea off the English coast. In 1967, Roy and Joan Bates took up residence there. "Prince Roy" proclaimed a Sealand constitution and introduced a national flag and national anthem and began selling passports.