If the Find My App doesn’t support in South Korea, why they are still selling the airtag or what happen if we lost the iPhone?

From Apple.com page on AirTag:

"The Find My network is not available in all countries and regions. In countries and regions where the Find My network is not available, customers will still be able to use AirTag to locate a missing item when it is nearby."

This clearly indicates you can use AirTags, even if you live in a place where Find My is not available.

No, it means you can find an item if it is nearby. It doesn't have to be at home. Though the Find My network certainly enhances the value of using AirTags. That choice is and value is up to you the customer. You might want to petition your government to permit Find My working in your country.

As far as I'm aware, Air Tags are not available for sale in South Korea.