Welcome to Globalisation, where artifical distortions in the market created by corporations and governments are leveled out by people looking to make a tidy profit.
If a company decides to over price and under supply one region it's only logical that a region that has a larger cheaper supply will be tapped.
It's as obvious with phones and electronics as it is with movies and games (although movies and games are pirated instead of exported mostly. Although I've bought my share of cheap series box sets from the states.)
Look at all the Europeans that went/sent their mates to the states to pick up an ipad/iphone before they were released over here. Same happens with any gadget that gets a staggered release.
If the companies released everywhere with similar prices and stock levels that equally supply the demand (or equally under supply demand) then people wont do these things because they arn't profitable.