I'm in Finland and peering toward Estonia and wondering what the heck did they do to annoy Sony so much that you can't make a PSN account there.
My instant guess would be that Estonians are in possession of a Sony tape deck from the 1980s that still works (being a Sony product from the 1980s), and Sony is like "No! We refuse to do business there until they join the modern time planned obsolescence club."