There is a Murray clan structure (don't forget the variants!) of some kind in both Scotland and Ireland, especially Donegal. The Irish clan structure, however, is much more loose than the Scottish. I personally have ancestors in both countries, so when I get back to adding the sticker, I will include both. England had no such clan structure, so I probably would not do those.
For the most part, clans disappeared after Culloden, but their resurgence has been huge, especially in the U.S. The Scots-Irish in North America continued to recognize the clans as immigrants arrived. I added a lot of clan stickers in my early days on Wikitree as I was creating profiles, but they were primarily the older Scottish ancestors. I use it on my personal profile, and that of my wife and daughters, because we are active in clan activities.
I can say definitively the Murray Clan Society of North America (U.S and Canada) is only concerned with the surname itself, and those of the allied families, and would heartily welcome you to the clan if you wanted to join.
There are clans and there are families. Clans tend to be a much less formal structure, and more accepting of almost anyone who wants to join and benefit the group. Families usually tend to go by name, and oftentimes aren't as welcoming to outsiders.
I guess the short answer is this: Put the clan sticker on any profile you feel should have it. If you're not sure the profile should have it, at least put the One Name Study sticker on it.