Unable to setup ECG

if your region is not supported you can't use the feature, the watch has a gps so it knows you are in a place where the feature is illegal

ECG is

viewed as a medical device which mean it require official approval from the

government of a country before it's legal for apple to offer

these are

the countries which has provided with said approval so far

watchOS - Feature Availability - Apple

ECG

implies that citizens' medical data be stored by a foreign third-party company

without individual approval by the government of said country, and that is not

something all countries feel comfortable with.