I have learnt that in Spanish if nouns, pronouns, or adjectives end in an accented syllable, the accent is dropped when converting it to plural. But I have seen some exceptions. The plural of the noun "país" is still "países". I don't really understand why "país" is an exception to this rule.
That's not actually the rule. First we must distinguish between stress, which is the force with which a syllable is pronounced, and the accent, which is the written sign that we use to show a syllable is stressed. Not all stressed syllables are written with an accent, because orthographical rules tell you which syllable is to be stressed.
You have probably learned that, for example, the plural of limón is limones. This is because limones is stressed on the penultimate (next-to-last) syllable and ends with an -s. Penultimate-stressed words that end in a vowel or in the consonants -s or -n don't take the accent. So in most cases, when there's an accent mark on the last syllable and this syllable ends with a consonant, you add -es, and the accent mark therefore disappears because now the word is penultimate-stressed. So it is for limón, canción, caimán, galés, revés, etc. (the plurals are limones, canciones, caimanes, galeses, reveses, respectively).
The accent mark in país is different because not only does it indicate stress, but also shows that the vowels a-í don't form a diphthong and therefore are in different syllables. Without an accent mark we would pronounce *pais as one syllable (like English "pies"). Because of this, when you add -es for plural, you need to keep the accent mark; the plural of pa-ís (two syllables) has to be pa-í-ses (three syllables). Using an accent mark is the only way to show this. Spanish doesn't allow the vowels ai to be pronounced as two syllables unless í is stressed (and then it must be accented).
The general rule is that words with stress in the last syllable are accented if they end in -a, -e, -i, -o, -u, -n or -s. Therefore, if a word ends in an accented syllable and it makes the plural form by adding -es, it will generally drop the accent. However, it won't drop the accent if the plural form only adds -s: sofá -> sofás.
This doesn't apply to país -> países because stressed Is that appear immediately before or after A, E or O are always accented, as an exception to the general rule.