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)