The VAT Number is as the documentation states a feature for SE and UK only. For other countries you should use the CINumber property.
The CINumber property is the Company Identification Number, and is the CVR number in Denmark. You can find the documentation here:
The reason we have the VAT Number field for Sweden and United Kingdom is that the Company Identification Number and the VAT number is not the same for those two countries. Take Sweden for example. If you have a Company Identification Number that is 123456-1234 then you VAT Number will be SE123456123401, and it is important to disinguish between the two.
For all other countries the Company Identification Number and the VAT Number is the same, and you should use the Company Identification Number to store this information. The reason for the naming is that Company Identification Number is used for much more than just VAT, where the VAT Number is only used for VAT.