That seems really odd to me. I know in the last year I have accessed my US based iTunes account and downloaded episodes of TV shows while in Brazil, Singapore, Ireland, England and in the past week Malaysia and South Korea. I'm about 85% sure I've used it in Japan and China as well but I'm not 100% sure. This was always either airport or hotel access and no VPN was used so there's no reason I can think of that it would work for me and not for you.