You mean the process where I'm logged in, add some items to my cart and when I click checkout get asked to login again, get to the 3rd screen and I'm told they don't ship to my country? Yeah, painless.
You're not logged in, initially - merely recognised. You wouldn't be too pleased if anyone could just walk up and buy stuff for themselves based on a cookie, would you?
That doesn't cover everything though. For example, last I tried Amazon did not ship any storage media to Austria, even if it says "international shipping". But they only give indication of this at the end of the ordering process.
The shipping thing is poor though.