Unfortunately the add-on is the only way. it is for this kind of situation. If you have the add-on installed, the buyer will see the shipping cost of the product to his country, most likely the buyer will not order.
Unfortunately again, there is no way to know which country is free shipping. Every seller use different shipping method to different countries. A seller may ship a product free shipping to a country, another seller may ship the same product to the same country but not free shipping. If you don't use the AliShipping add-on, the chances of the case you just stated happening again is always there. Payment gateways like Paypal don't like frequent refunds. That is why despite its many flaws, I keep on using the add-on, it saved me many times from paying shipping cost.