actually, the real reason might be intellectual property rights. for example a local brazillian company brought the rights to print the CD in brazil, will it affect their business if parallel import is allow ? Or maybe there is censorship problems too and most CDs items, need to pass the censor b4 they are allow in the country.
Mostly, i think its the country's law that prevent amazon for sending in their goods. Im sure they will prefer to be able to do businesss everywhere right ?
Since the shipment fees are already taken off, i think logistic problem arent that bad actually.