If a country isn't listed, what can we do as users to apply/request it? Does Apple add them or does a country have to apply to Apple for a local App Store?

Yes I am sure more countries will be added and been waiting long. But I don't think it just depends on Apple deciding when they'll have an App Store in a given country. There are regulatory matters and I'm sure there is some proper channel they go through. And this would interest me. If our country needs to apply anywhere I'm sure there are enough iOS users to facilitate a pettition etc.