Because they're tiny markets. I can't speak for African markets but I can for a few eastern European ones. Living standards too low, luxury items, such as tech, costs more than in EU countries. So you end up with consoles costing more than an average monthly salary. Same goes for TVs or any sort of tech.
It's why PC gaming is so popular there. Most people have shitty PC they use for work or school, so they play on that. It's why the AAA market doesn't exist there. Most can't run these games. But piracy laws aren't enforced, so people can download whatever they want.
When people say these countries aren't supported, they mean that you can't even make an account by selecting your country. They're not on the list. But I don't see what's stopping Sony from doing what Nintendo did. Add those countries to the list, have them be available to make an account but no actual PS store there. That's what Nintendo does for countries not supported by them.