The reverse is also true. There are albums that I just cannot buy in the US. Eventually if I do find someone selling the imported CD I'll go ahead and buy it, but sometimes that never happens.

On the plus side, this is happening less and less often, bands I couldn't even find search results for a few years back now have people selling their albums on Amazon marketplace.

I've also talked to guys on the other side of this though, who are trying to get material to market in many different countries at once. It isn't easy, often times some stupid "international distribution agreement" is signed in the far off past with some company that about 5 minutes later decided they didn't want to have anything to do with the band thereafter.

Or music labels in different countries want different agreements that would degrade the user experience, or would upset distributors in other countries that have already signed on, or one of a million other stupid things.

Launching anything internationally isn't easy.

I'm sure launching worldwide if you're selling digital content is easy. Put it on your website and sell it. (Pedantically, it would probably exclude various countries that the US has trade embargos with)