why should we use subscribe() over map() in Angular?

If you want to return an Observable some other code can subscribe to, but you still want to manipulate the data events in the current method, use map.

The actual user of the observable needs to subscribe(), because without subscribe() the observable won't be executed at all. (forEach() or toArray() and probably others work as well to execute the observable instead of subscribe())

subscribe() returns a Subscription that can not be subscribed to, but it can be used to cancel the subscription.

map() returns an Observable which can be subscribed to.

Think map as a middleware which transforms the response.

this.http.get('http://172.17.40.41:8089/api/Master/GetAllCountry').map(r=>r.json()) .subscribe(result => {              // here result would have json object that was parsed by map handler...            },failurCallback,completeCallback)

subscribe is used to invoke the observable, please read a good doc on cold-vs-hot-observables

You need subscribe to run your async request. If you just set map - no requests will trigger. You can check.

Good practice to use map to preproccess you data because many subscribers can comsume your results. So instead of adding preprocessing to each client (subscriber) you can prepare single output with single data schema for all.