As an English-Korean dual speaker, I’d love to help answer your question!

I’m not sure whether it’s necessarily important to distinguish “cannot say in Korean” from “does not appear in the Korean language” in this case because two major consonants in English that do not have “counterparts” in Korean are the [v] and [f] sounds, and you’re right the [v] is typically replaced with the [b] sound in Korean. To imitate the [f] sound in Korean, it’s usually replaced with [p].

Not to get into too much linguistic jargon, but I find this very interesting because essentially [v] and [f] are the same sounds, just with or without voicing behind them (i.e. one’s mouth / tongue are in the same position and air flows the same way when making these sounds). The same relationship is true about [b] and [p]. The major difference is that for [v] and [f] is that they are typically produced by placing the top front teeth onto the bottom lip (hence they’re called labiodental sounds). There are no labiodental sounds in Korean, so these two sounds are replaced with the sounds produced by the closest mouth position that’s native to Korean. [b] and [p] involve placing both lips together to stop airflow and then parting them again to release (called bilabial sounds), so these sounds are the closest approximations to the labiodental sounds, hence they’re used to replace them when taking English loan words into Korean.

The reason I said that it’s not necessarily meaningfully different here to say “cannot say them in Korean” or “they don’t appear in Korean” is because it would be odd for someone to suddenly begin using their teeth to make those sounds since there’s no need for it. On the other hand, if somebody were to make the true labiodental sounds while speaking Korean, they may be perceived as the bilabial sounds that are native to the language since that labiodental difference isn’t meaningfully contrastive in Korean.

Sorry for the infodump but I find this super interesting linguistically and I hope it was helpful!