Not able to use Unlocked USA purchased latest Apple Watch SE , model A2727 in KUWAIT

Well, you can use it as a GPS only watch, but if you wanted to add a cellular plan to the watch, you are right, you can't do that in Kuwait on a watch purchased in the US. Apple Watches sold in the US, Canada, Mexico and Puerto Rico are specifically designed to work in those countries ONLY.

If you wanted a watch you could use with cellular service, you should have bought your watch in the country you live.

You cannot exchange the watch in Kuwait, nor will it have any warranty in Kuwait. If you are still within 14 days of original purchase, you can bring it back to the US for refund, then buy the watch when you get back to Kawait.

Unfortunately, you made a bad buying decision.