Wow really? That's ridiculous. What makes your country a 2nd or 3rd world nation? Just because it's not one of the "big name" places?
no, Alex, the reason is always more simple, then it seems.
Money...or lack of money, if you want accuracy.
Microsoft uses a cell phone messaging system to unlock accounts, but seeing as how this is a rather expensive thing to send messages to cell phones all the time, they can only issue it to the first world countries, where it's easier to negotiate a deal on message discounts.
Us 2nd and 3d world countries are left behind with only one option: make a new account. Or if you have a relative, who lives in the first world, like I do, then you ask them to unlock your account.
That's life, my friend.