Part of the problem, particularly when it comes to TV shows is that channel packages like Sky are the televisual equivalent of having to buy an album to get one song.
This is a sort of dual edged sword.
On the one hand, it means that if you want to watch just one show (lets use Game of Thrones as the examplehere) you need to buy a package, which will also pay towards content you will never ever watch, be it gameshows, sports, documentaries, whatever.
However it also means that you might be able to discover a great show which you never would have paid for up front without seeing any.
If ( like me ) you are resentful of the deluge of crap surrounding the desired content, and you don't buy into the channel, you will find out about the good shows because of the people who bought in and were then able to talk about it.
One interesting thought experiment is this: imagine Game of Thrones was made into a TV series available solely on DVD, globally, all at once. Who would drop the funds for the box set without having seen it? Where would the budget come from to make a program like that?
When you package so much content into a single price point, the successes pay for the flops. If each has to stand on its own merit, you have the same situation as movies and games where a flop can end a production studio and the big players all start to edge away from risk.
It's sort of like the Beeb. The unique way in which Sky/BBC is funded allows Sky/BBC to take risks on larger more innovative programming. The difference is you can choose to buy into Sky or not. This goes for any paid channel package, I just mention Sky because it's the first one that comes to mind. There's also Virgin Media and... um... I think that's it in the UK. Wow, only two players.
One way that these exclusive content creators can make back their investment in countries where they don't provide a channel is to arrange exclusive license deals with other channels in those local regions. Obviously the country of origin for the content producer is the first to get it but if they release globally they're reducing the possibility of license fees from 'exclusive' rights to global markets. Given that roughly the same number of people will end up buying the DVD set eventually anyway it's like a way to sell the same content many times. Like cinema releases followed by DVD releases and then TV license deals. It's all about multiple sales of the content to the same people. The content costs a lot to make, I'm not surprised they want to monetise the successes as much as possible.