It is really stupid to not be able to change country when this game itself, like all MMORPGs, makes people move country to be with eachother quite frequently. And when a certain percentage of people will move for one reason or another, including due to being in the military.

The main reason I can think for it is because of the regional code of the game. For example, if you bought the EU version of the game then moved to NA, you still have the EU codes registered to the account. Even if they make you buy the game all over again, they should let you switch region and keep your character and such.