NER: Treat whole sequence as one entity

Well, my case is very similar to this case: it is exactly the “Treat whole sequence as one entity” but for LOCATIONS.

I want to get something like this:
"Athens, United States" -> "LOC"
But all the NER models I checked doing only this:
"Athens, United States" -> "LOC" "LOC"

Here some more details

So, what solution you found for this?

P.S.
@merve @EM-L-D @AJHoeh - what do you think?