Amazon isn't the ONLY company selling eBooks that work on a Kindle. They are very arrogant. I check
www.smashwords.com too. My own titles are sold via Amazon (kindle only), Smashwords (all common eReaders/formats, no DRM), Barnes&Noble Nook, Kobo, Apple iBooks etc.
Calibre will easily convert to Mobi (old Kindles) or AZW (later kindles, enhanced typography) if there is no DRM. If you legitimately bought a book and are outside the USA there are DRM removal solutions to enable your reading rights under non-USA international copyright treaties.
I too, being in Ireland (Euro) and FORCED by Amazon to ONLY use UK store (Sterling) for ALL eBooks and many other items am very unhappy about their policies. On physical items I hardly ever know shipping price (or if it can shipped at all!) till final stage of checkout.
Part of it is Publisher rights are "chopped up" by region, almost a Cartel agreement and part of it is sheer Amazon stupidity.
Also I can't easily loan a registered Kindle (or tablet/phone with Amazon app) without risk due to stupid account design intended to make it easy to buy and control content.