Pandora is only available in the US due to licensing restrictions. More specifically, it doesn’t hold the rights to broadcast music worldwide (and it would be very costly to do so). In order to protect copyright holders, Pandora ensures its service is geo-blocked in every country aside from the US. It’s for this reason that you’d need to connect to a VPN server in the US and change your IP address in order to unblock and listen to Pandora from abroad.