adsl3g : The reason is that the TV studio's has forbidden them from doing so. The reasons are simple. They air a show in the USA on their own network and then sell the rights to other networks in other countries (Such as Multichoice, Sky, etc). People being able to download a show in SA at the exact same time it shows in the USA (2-3 weeks before it airs in SA) would pretty much ruin whatever contracts they have.
And this applies to every country. The USA is the only country that can download TV shows via iTMS.
As to why you cannot get music via the iTMS in SA (and certain other countries) is that the RIAA doesn't like the deal they have with apple (99c a song or the equivilent in each country. They prefer a system where new songs cost more than 99c and old songs cost less). Apple has to negotiate a deal with the same companies in each country, and the industry has been getting more and more stubborn. They are at the mercy of Apple in the USA and Europe where iTMS has been such a huge success, but they feel they still have the upper hand in countries where the iTMS hasn't launched yet. This has caused massive delays in the rollout. Japan was only launched recently, and Oz even more recently. For both, Apple released the iTMS without songs from SonyBMG. SonyBMG later came on board.
Incedentally, SonyBMG is the biggest culprit in this fiasco
Luckily none of this applies to me as I have a US credit card and paypal account ( and a south african one. I just transfer money from the SA one to the US one, and I am set)