Thanks for the post , votes, and comments. We are aware of this limitation and are targeting sometime next year to improve this experience. In the meantime you can sign up for a new account in your desired country and transfer your assets to the new account via Support.
-Azure Billing TeamJohn commented
I can't believe how much of a nightmare this is, something as simple as changing a region, I have o idea why is this a hard thing to do, but it is, it's annoying and infuriating and it shouldn't be an issue, specially when every other service provides this in the easiest way possible,