Why can't I purchase tv series in the United Arab Emirates :( ? I bought the Apple TV for this :(

Because Apple hasn't gotten permission from the copyright holders to sell enough of them in the UAE to justify opening a section for them.

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Yes, very unfair - the media companies policies are crazy and to me it seems as usual with this kind of thing it's only the genuine customer who is prepared to pay rather than pirate/download who loses out.

In reality though it's very early days with digital video sales/rentals/streaming companies so lets hope in time there will be more equitable global solutions and release dates, but currently too many vested interests to make it simple.

It's not that long ago that only the US had Movie/TVShow purchases and rentals, but more countries can now access the service, hopefully you will be able to in the not to distant future. Not sure if there might be cultural controls on content availability in certain countries as well which the big companies have little control over.