I mentioned in one of the rumor posts (prior to the announcement by Apple) that if Apple launched a music service it would probably just be in the USA. I hate it when I am right (which isn't all that often, really, so I should enjoy it!)
I agree with gotohamish, the regulatory affairs situation across countries is quite different and difficult when it comes to implementing something of this magnitute.
Imagine if your local Nissan dealership were able to sell BMW's at a price lower than the BMW dealership and in more locations. Who would buy from BMW? (not a great example, but you get the picture). Local operations of the major music houses would not be able to 'secure' sales - also remember that not all artists are distributed by the same 'label' within music companies in each country - this is a huge hurdle to get over and is a big enough issue for traditional CD distribution to successfully navigate.
As for Apple being 'US centric' you have to remember that the USA is one market, compared to the remaining 47% being multiple markets (Australia, Japan, France, Germany, UK, Switzerland, Italy, Singapore...etc), requiring multiple strategies and contingencies. This is true of many industries (pharmaeuticals, manufacturing, etc) and is something all companies must deal with if they are a global player.
Finally, i am guessing Apple went ahead and launched in the USA before securing other countries because after 1.5 years of developmemt it is hard to justify the investment, but more importantly, if Apple were widely promoting the service within the music industriy (to labels, artists, management, etc) word would get out and someone could come in with something similar sooner. It has happened before!
I am waiting patiently for the service to come to Japan - the leading market for MP3 players (and iPods i believe)