The seller (HUD or VA) wants to make sure that the buyer is truly pre-qualified or pre-approved to buy the property that they are making an offer on.
Any lender should work, but unfortunately so many lenders issue pre-approval letters that actually are only pre-qualification letters that the seller wants a letter he can rely on. Countrywide was sold to Bank of America a year ago and has undergone a dramatic overhaul.
If you were flying when the DC-10s starting dropping out of the sky, which plane would you pick -- one of those thoroughly inspected by FAA and inspectors (DC-10) or one that had not yet undergone its normal inspection (all others)? Countrywide has been deeply inspected now, and as a lender is still the most organized and reliable, despite the catastrophe that started in 2007.
If you don't like Countrywide, you could try using a letter from your own lender IF they are a well-known and respected one. If you have a mortgage broker with typical weak letter, don't expect HUD or VA to accept it, though. Countrywide does what should be done and verifies facts to pre-qualifiy you. Once Countrywide pre-qualifies you, you do not have to use them to get a loan. No, they are not the government's preferred lender.