Due to copyright and licensing agreements. Amazon Prime has copyright and licensing agreements with multiple third parties for content to air only in select countries. For example, Amazon Prime may have the rights to air a movie in the US but not in the UK. If it aired the movie in the UK, Amazon Prime would violate the licensing agreement.
However, a good VPN will allow you to connect to a server in your home country when traveling abroad so you can have access to your Amazon Prime content. My top choice is ExpressVPN, which has super-fast speeds, servers in 90+ countries, and user-friendly apps for all of the major platforms.