From the given example, there are only two options in the radio, so it feels like you can specify this directly in the code without much effort. Is your example more complex?
The point was that your example only showed ('United States', 'Canada'), so that writing out the two combinations wouldn’t be that much work to do.
If the list can be really long, then you can use the format_func argument:
import streamlit as st
mapping = {"US": "United States", "CA": "Canada"}
choices = st.sidebar.radio("Filter", ("US", "CA"), format_func=lambda x: mapping[x])
choices # will show "United States" in radio button widget, return "US" to variable 'choices'
I hope not to use a dictionary or function or the like to return the code assigned to the radio item.
Not sure there is a different solution than the one I provide above.