1. OP is not entitled to a refund. Explicit policy states this and no law in the US states Sony is entitled to refund except under extenuating circumstances such as clear safety hazard. As far as I know, no company is required to provide refunds for purchases which do not represent a public hazard or fall under specific laws like those governing lemons. Any complaints about "lack of customer service" generally stems from some unknown reason US customers believe they are entitled to special treatment. In some other, more civilized, consumer markets, when the customer makes a mistake, the customer accepts the mistake, tries to rectify it, and takes it as a lesson learned if there is no recourse.
2. Region locking serves two purposes: pad corporate wallets and prevent litigation. While the first is considered a vile, but valid, business practice, the second is there to ensure the company doesn't run afoul of the various copyright, trademark, patent, trade, intellectual property, etc. laws for the specified region. Not to mention the various sensitivities of the people who live in the region. All of this combines into one big daily headache for international corporations and explains the need for some of them to indulge in creating child corporations in foreign markets that are run with a large degree of independence but are also controlled through shareholdings by the parent.
3. In general, anything involving commercial transactions has hidden fees, policies, or laws which the consumer will most likely never know. For computer products including software, that extends to functionality, production quirks, export laws (yes, some programs cannot be sold overseas) and other excess baggage that come with the product. In fact, hardware and software, even when sold together and non-functional without the other, are technically separate products.
4. If the above bothers you to any extent, feel free to help overturn the existing laws which govern commercial interests, including international law. However, do bear in mind that creating one set of universal law usually results in a toothless policy for the same reasons as those illustrated above. If you feel that what you believe is the right way to conduct business and should be codified/enforced, then I would be quite surprised if you complain when you yourself are forced to adhere to the current situation.
