Because Amazon has to make their app available on Roku devices, regardless if they offer their service there on other devices. Amazon has control of that, not Roku. Only Amazon can make it available on Roku.
Lots of companies choose to only support their Roku apps where both they and Roku are supported. Roku doesn't support Austria. And I don't know exactly why that is or exactly why many companies choose their supported countries in that way, but you shouldn't have high expectations for a Roku in an unsupported location.
