Although it seems like it really shouldn't be applying to software, the reasons why eg. music and video services are almost always blocked from use by different countries has to do with licensing rights.
If I go to the Amazon app store I see a big "The Amazon Appstore is only available to customers in the United States" message at the top of the page.
Here in Europe only the select few countries that have their own local Amazon store (the UK, Germany/Austria/Switzerland and, I think, perhaps France and Spain) can buy MP3s from the Amazon MP3 store for instance, even though the rest of us can obviously purchase other products from Amazon without issues (I frequently buy books and Blu-ray/DVD from Amazon.co.uk - or occasionally from Amazon.com).
If you don't live in one of the largest Western countries, you're usually still getting screwed over with particularly movie streaming services. The technology and infrastructure might be 2011 standards, but the whole issue of content licensing rights on a national level - particularly for movies and TV (it fares a lot better with music) - seems to be stuck somewhere in the 90s.
I wouldn't be the least bit surprised if the calendar is going to read 2020 by the time we have a Netflix equivalent here in Denmark. And no, there's no movie or TV content on services like PSN, XBox Live or iTunes either.