It comes down to the natural price differences due to arbitrage being a challenge for the Bitcoin network, due to confirmation times and everything. It also comes down to choices on the exchanges too, since exchanges are almost closed systems and don't experience any significant influence from the outside as they are quite limited in their incoming Bitcoin (most of the time) and a lot of Bitcoin is exchanged within whatever exchange it goes to; it doesn't move around a lot.

There are also some issues with having money in other currencies or countries that you would not necessarily be able to access all the time.