121 countries are unable to make PSN accounts, which means that they are unable to use the PlayStation Store. In a digital-exclusive future—which looks likely for the PS6 after Sony announced plans to cease production of game discs in 2028—that means everyone in those countries will be locked out from purchasing titles on the platform.
A VPN won’t do to much good for people that don’t have internet, or a connection stable enough, or fast enough to download a 60gb game.
Not to mention unlimited plans is not something everyone has either.
It also doesn’t preclude the device using other means than IP to detect location.