Not really seeing a problem here. Marx and Engels had no interest in nations as such, only what was good for mankind in general. Like most Scots did at the time, they saw the highlanders as an archaic irrelevance.
I suppose you could argue that Italy would be better off divided into principalities, like the Lombard League did, or that Germany ought to be broken up, or that the southern states of the United States ought to be allowed to secede - but you would be wrong.
On the other hand, Marx, Engels, and those that followed them, were among the very few who actively organised against the New Imperialism in the later nineteenth and twentieth century. that was because they thought that the evidence was that colonisation had exhausted whatever positive potential it might have had, and descended into an exploitative enterprise. Anarchism did not have much of a following in the Third World, because it was the Marxists who were seen to raise the standard of anti-Imperialism.