In most cases yeah external territories should be counted as separate that being said king penguin have been sighted in australia migrates occasionally show up in tasmania no permeant colonies but the do show up like once every 5 years and can spend significant time in tasmania it is marked on the IUCN map as being a part of their non breeding range.
That just comes down to whether or not you think vagrant animals should be counted as being part of a country's fauna. I don't personally, they're only here by accident and wouldn't be able to survive in Australian waters long-term.
The IUCN map for them is very weird because no other map includes Tasmania (or anywhere near it) as part of their normal non-breeding range, and rather than including a piece of the ocean it includes a square-sided chunk of land surrounding Southwest National Park. I wouldn’t take it as an accurate depiction of the king penguin's normal range: