To answer the above questions:

1. There is no exception for GUM. It is part of the US and therefore US law applies. In fact, the largest DOT violation involving cabotage directly related to GUM.
2. The rule exists because US carriers are generally-speaking prohibited from selling tickets within other countries. Thus, when UA operated a single service SFO-SYD-MEL, it was prohibited from selling SYD-MEL tickets as standalone.
3. Yes, DOT enforces the rule vigilantly. There are $10's millions at stake for US carriers and associated jobs.
4. Cabotage rules exist in almost every country in the world.