Good Morning, Robert.
You can only do business with a given country's iTunes Store if you are a resident of that country.
The reason why has to do with the business part of the music business so, for a bit of insight into the present situation, let's have a look at to
This Business of Music (10th Edition) (by M. William Krasilovsky and Sydney Shemel) :
The difficulty of establishing workable business models for digital files (...) extends to where they are sold and where they are played. This is the issue of territoriality, and it is an illustration of how the Internet makes it necessary to reexamine basic assumptions that have been taken for granted (...).
(....) In the music business the primary problem is that copyrights are national and therefore specific rights are tied to national laws and the interpretations of national courts.
(.... T)hough we can one day hope to see the development of common standards with respect to copyright, the fact that the music business is building upon a history of nation-specific contractual relationships means that the goal of universal international standards is not, for the forseeable future, a practical one.
(...) Adding to the difficulty (...) the copyrights themselves may have been assigned to different companies in different territories. The best hope for a cleaner start and a simpler future is worldwide recognition that digital uses are in fact - and should be in law - totally new.
You might also want to have a look at
Scott P.'s User Tip for another perspective on the situation.