"is there such a thing as" - is this a colloquialism?

If "such a thing as" is colloquial, I'd rewrite it with something like, " ... asking whether [country] could be said to have had a national identity..." etc.

Without knowning more about the context of your question, I think your interpretation of the actual meaning of this phrase is correct. It's quite subtle given its use of English language phraseology, but I believe you've correctly described it. The author is wondering, or even suggesting that a country may not have a national identity at this stage of its development.

The phrase is there such a thing as is not a colloquialism in this sense:

[Merriam-Webster]
1 a : a colloquial expression
       // "Chicken out" is a colloquialism for "to lose one's nerve."
1 b : a local or regional dialect expression
       // "Bodacious" originated as a Southern colloquialism.

In other words, it's not a set expression in the same kind of sense as an idiom.

However, it would likely still be considered colloquial with respect to very formal writing:

[Merriam-Webster]
1 a : used in or characteristic of familiar and informal conversation
       // In colloquial English, "kind of" is often used for "somewhat" or "rather."
also : unacceptably informal
1 b : using conversational style
       // a colloquial writer

In other words, if the context were a scientific journal, common style guidance would likely rate the following sentences in the following way (I am paraphrasing slightly):

✘ Such a thing as a black hole without gravity does not exist.
✔ Black holes without gravity do not exist.

But the degree of acceptable informality, and what's considered formal, will vary based on context, publisher, and audience.

While I'd say that is there such a thing as (or just such a thing as) is slightly colloquial, I wouldn't personally necessarily reject it any of the kinds of essays I used to write.