People read too much into this, it's mostly just historical reasons. Most slow Japanese rail has a quite narrow gauge which is less suitable for high speed trains. The interoperability benefit is limited since you typically won't want to operate both Shinkanzens and local trains on the same rail.
Having different gauges provides no real benefit. It's just that unifying gauges provides too little benefit to justify the massive investment required. I expect this to be the same for most other countries. (and for similar problems like different railway electrification systems within/across countries)
> Having different gauges provides no real benefit.
The only place it would be beneficial to have the same gauge would be at stations, to have fewer, more flexibile platforms and smaller train stations.
Unless you live in the Europe of Napoleon or Hitler, when they were built. Then the benefit is huge and obvious. Imagine how much easier the life would had been for Ukranians if the Russian trains that transport heavy army stuff would operate by default in a different rail width
Jevon's paradox [1] probably. The most profitable part of the rail system will grow to crowd out and interfere with the rest. By keeping it different gauges, they all operate independent of each other's incentives.
[1] https://en.wikipedia.org/wiki/Jevons_paradox