IIRC, it's because that different sovereign nations have different copyright laws. (So that Chinese DVD player not only funds the People's Liberation Army, it promotes the globalist New World Order!)
Different movies have different theatrical release dates in different countries (in part, I suspect, to allow many of the thousands of prints produced for a normal U.S. release to be reused elsewhere once the movie isn't playing on so many screens here). If it takes a few months for a movie to make it to a certain country and, by the time it does so, the DVD is already available odds are extremely good that the DVD is going to undermine movie ticket sales.