This is effectively just (understandable) CYA on Jollas part, likely due to the some countries respecting the insanity that are software patents.
In practice only the act of buying the actual Sailfish OS license in https://shop.jolla.com needs to be done from the the EU/supported countries. That can be done via a EU VPN and none of the Jolla provided services (RPM repositories needed for system updates, etc.) are geoblocked. I went to Japan with Sailfish OS phone twice with no issues at all.