The reason why certain countries arent included in the list are due to rights and license issues. The countries excluded normally do not have a company that have obtained rights or license from SE to work as a middleman to SE's services. Brunei, East Timor, Nepal, India and the Middle East do have companies which had signed with SE to act as a relay to their services, etc. Therefore you see the countries name listed.
Of course being an international release, you can play FFXIV all around the world as there's no ip block, just that you may not receive certain services or have access to certain services like sales of time-card at your local convenience store, absence of launch event/ physical special events, etc. Therefore do not worry if you're out of the stated region course you still can play, I'm in Singapore but i'm still able to play the game from here.
Sometimes you have your local gaming community to blame as well, it maybe due to the nature of the countries' game community that SE or local Co. dare not sign up a contract to provide services there. Esp for countries in SEA region, they're famous for going for F2P mmos while sales for P2P mmo is minimal and loses out to those in Japan/US/UK.
Just make sure when you buy the game, the game is of your acc's region, i.e. us region gamebox for us region acc. While the servers are all the same, the software's region locked, a diff region's acc would not be able to play with another region's game box.