why a simple learn your voice setup couldn't have been included
Mostly because it doesn't work like this.
Lets just ignore the fact that the code base level of XO and 360 is different for now.
To create a voice control system, you have an .xml file which lists all the words and their actions.
This is easy to use when things don't change, i.e. Windows Phone voice control development for apps,( easy as, look at the list of words, pick one, what does what do now ?)
Problem lies in creation of new words, and how there needs to be different audio "libraries" for each country.
The issue is connecting the voice to the word etc really.
And going back to the point about the code base, things need to be rewritten now, and that just takes time, yes it existing for 360 in nz. But that doesn't mean squat when it comes to getting it on the xbox one if things in that area have changed to much.
Just set to Australia and be done with it.
It does't matter. MS don't care. You won't be blacklisted.
It's been the same for developers on their systems WinApp/WP/etc , if you adjust to the country to get things faster, "oh look, you got it early, big woop"