I agree that regional pricing and banning grey-market importation is basically a case of corporations abusing globalization's benefits without paying the costs. That's clearly true with Valve, who do business in Europe in either Ireland or Luxembourg so as to minimize regulatory costs and taxes.
That being said, this is basically an unsolvable problem from the publishers point of view:
Choice A: Don't sell anything in developing countries
Choice B: Sell everything for a single fixed price worldwide, which is basically the same thing as saying don't sell anything in developing countries
Choice C: Sell everything for different prices, catered to regional markets, but allow grey-market importation. The rate of importation will depend on the price differential and the cost in time, effort, and money to do the importation. If the time/effort cost is 0 and the price savings are high, we'd expect customers to choose grey-market importation often. But this has the impact of making the pattern of sales close to Choice B, except the single fixed price is no longer the high global price, but the lowest developing market price. Steam is a case where importation is trivially easy, very well known, instantaneous, and saves significant amounts of money. Also, because it's a digital good, there's literally no difference in the product. It is possible to imagine scenarios where importation is a minor inconvenience and expanding into the markets is still highly worth it; scenarios where importation costs companies a significant amount; and scenarios where the amount they lose from importation exceeds the amount they make from being in the regions at all (which suggests Choice A is the eventual outcome)
This is where someone says "yeah but there can't be many people who do this? This is just a reddit/gaf thing that really high end users do." That may be the case. But I think that publishers have gradually cracked down on it and now Valve is taking active steps suggests that it's happening in high enough volume for people to take notice. It was suggested on GAF that in the weeks running up to the Shadow of Mordor release, very significant major double-digit purchases of the game were coming from low-price regions--if that's true, and I of course don't have access to that data, then that would be pretty damning.
Choice D: Sell everything for different prices, but block grey-market importation. This infuriates customers who perceive it, correctly, as being fairly unfair because other people pay less than they do. On the other hand, very few of them are going to boycott on principle--most of them simply will wait until the price in their region gets lower. Like, I think a lot of the purchases are "I'm willing to spend $30 for Shadow of Mordor. If I can do that day one, then I'll get it from Russia. If not, then I'll wait for the next summer sale."
The general challenge of grey-market importation overlaps with the fact that gaming has another challenge: an absolute glut of somewhat substitutionary goods, leading to a buyer's market that's extremely price sensitive. This is worse on PC than any other platform because there are no technical measures that prevent backwards compatibility, so you're not only competing with other new content but also other old content.
This problem is made seriously worse by the current rapid freefall of the Ruble to the point that the profit / arbitrage opportunity is even more tempting.
I don't think there's an answer that clearly optimizes for customers in both high-income and low-income countries and the desires of content publishers.