Probably because of the myriad collection of international laws and licenses, particularly where media are concerned. Even though people perceive international giants such as Apple as one company they still have to operate differently under the laws of each country. Now Apple is unlikely to divulge the details of why it (or maybe Amazon) can't offer Alexa support in other countries. You can send indication of your enthusiasm to have Alexa support to Apple but in the meantime may have to be content with their statement:
Play Apple Music with Alexa on Amazon Echo
https://support.apple.com/en-us/HT209250
"Apple Music for Alexa is available only in the United States."
Apple products feedback links - http://www.apple.com/feedback/