As for Touhou, ZUN the creator doesn't want Touhou to be sold outside Japan, he want's it to stay a local fan game thing than a full blown commercial concern. Import or torrent is the only way to get them.
ZUN's mindset is that, as a believer of the doujin ideal, he wants to leave out the maximum possible space for Touhou fan creations, as long as they do not cross the line of over-commercialization. However, proper international distribution has important ramifications for this:
1. It will involve foreign copyright legislations, which often are less kind to such fan works.
2. He believes strongly in doing things by himself, and being able to properly associate with his audience, that's why it's so important for him to sell the games at a convention to people, face-to-face.
3. He's not keeping a close watch on what the fandom is doing, but at least when undesirable situations arise in Japan, he is more or less able to deal with it.
With international distribution to foreign audience whose languages he can't spoke, 2. and 3. are impossible or highly difficult to him, and he's lazy enough to not want to exert any energy on that.