Why is the country Zambia not listed on the list of countries to register my ipad

There are several countries that Apple does either no business at all in, or only offers some services and features. You’d have to ask them why that is but I’d point out that there is no requirement on any company to offer products or services everywhere.

When it comes to some things like 2 factor authentication or iMessage, or the iTunes and App Stores, those particular services simply are not available in all countries, even though other Apple services and products will be.

If you are trying to create an iTunes account then there isn't currently an iTunes store in Zambia so it won't appear as an option - until if/when Apple open one there (we are fellow users, we won't know when that might be) then unfortunately you won't be able to have an iTunes account and buy/download iTunes content.

I have the same question. Why has Zambia been left out?

Ask Apple, we are just fellow users.