Whichever country the registrar associated with that domain is currently in?

Indeed, it's a difficult question. But we should rather be asking, why isn't there better cooperation to catch cyber-criminals across borders?

Maybe because some governments are directly involved in the cyber crime?

Some? More like basically all.

What's a crime in my country is not necessarily a crime in yours. And international law without extradition backing it is at best a suggestion.

Absolutely, especially in terms of copyright and liability (of open computer systems, e.g. Germany's open WiFi nonsense).

But in some cases good enough proof of unauthorised compromise of computer systems can be collected, in those cases, why isn't there any cooperation? E.g. botnet makers.