Hi Kevin,
I have found what caused the 'Ship To' fields to be displayed in the 'View Cart' page (and even if the shipping is set to free): In the tax setup section, just select the ' [So saying "If you have Free Shipping configured in your Cart Settings then the Ship To fields will not be displayed on the Cart page" is not true as it can be displayed for calculating EU VAT].
So this option shows the 'Ship To' fields in order that the user enters its VAT number. But with this option combination (Free shipping & EU VAT), it is possible to proceed to next step (Step 1: Shipping) even if the country field (and the others that are mandatory) is not filled with a country.
"When the Country has been set in the Cart Settings, it will be automatically populated in the Country field in the Ship To area on the Cart screen whether you are logged in or not." : apparently, this is not true with the options choosen above
The only thing left to reproduce the error is not to have a country selected the first time a user make a purchase (this can be 'forced' by restarting the web server - that is not as usual, but can happen...).
Finally, thanks for the different display appearance (confirm or change button) explanation in the cart view page.
Hope you will be able to reproduce the problem this time.
Thanks.