add_filter( 'woocommerce_eu_vat_number_country_codes', 'woo_custom_eu_vat_number_country_codes' );
function woo_custom_eu_vat_number_country_codes( $vat_countries ) {
    $display_vat = array_diff($vat_countries, ['SE', 'GB']); // remove countries in second array
    return array_values($display_vat); // reindex array
}