Because i'd much rather have a new conditioned phone that is on a network in my country.. Hell, i have warranty i might aswell use it.
You might want to read up about what a warranty covers. It is about manufacturing defects and the like. I says nothing about replacing a phone because it is locked to a carrier your are not working with. That was your responsibility before purchasing the phone. You have learned one of the hard lessons from purchasing phones off eBay.
As one of the other posters stated, the warranty for the phone will be locked to the original country of purchase also, so that will compound your problems. It will only be serviced in that country. Your only choices are to re-sell the phone, or jailbreak/unlock it yourself.