Because if you can control or modify radio firmware then it's can usually operate outside of certified range and power. Most of routers use same hardware for all markets while radio regulations are different. So limits are enforced per-country in software and it's easier for manufacturers to completely lock down devices.
Yup, I'm in the UK and dd-wrt allows me to push my router power output far beyond the legal spec (since the actual router can support that but is software limited).
I didn't because I'm a good neighbour and it's not a massive apartment.