It doesn't matter where Cyprus is; the UK is in Europe which is what matters for the purposes of the quiz. The quiz is about European countries that border one other country, not European countries that border one other European country. Besides, Akrotiri and Dhekelia don't count, as they are overseas territories.
If you include sea borders then I think it would only be Monaco, Vatican and San Marino. (Maybe Ireland as well? Not sure if it gets down to a maritime border with France.)
Nit-picky - but you should specify land borders. For example, Denmark and Sweden's waters abut in several places, and even the two mainlands come as close as about 25 miles.
Nit-picky more: there's 40 miles between the two mainlands and no bridge - there is, however, a bridge from the Swedish mainland to the Danish island of Zealand, which at the northeastern corner is only 2.5 miles from Sweden