Good point. Apple can't just ignore the laws of countries where they operate, at best they can attempt to avoid having to apply those across national boundaries.Apple can't just enable things if governments stop them. Clearly Apple is not at fault here, blame the governments that ban this from becoming a reality in those countries.
I am curious if the relay uses your IP address to establish the relay or uses your iCloud country as the source. The former makes sense but if it's the latter then this would mean you would not need a VPN to circumvent Geoblocking. If it is the latter and works system wide as described I can ditch my VPN.