Can't I select 'None' as the country region on my Apple device

You will have to register your Apple Account to a country and your payment information has to point to this country/region per your residential address.

Change your Apple Account country or region - Apple Support

Also have a look at the payment methods you can use for your region:

Payment methods that you can use with your Apple Account - Apple Support

If Apple Gift Cards are an option, you can use them to top up your Apple Account balance, which will then used first to pay for Apple purchases:

How to redeem your Apple Gift Card, App Store Card, or App Store & iTunes Gift Card - Apple Support

It is probably more basic than payment method as suggested previously. The services and features Apple offers vary from region to region, even potentially very fundamental ones such as system software version. Apple may require a country be present on a device so it knows which version of updates to offer and which services to make available.