I can definitively not say or explain why the Cubase 7 US version has been implemented.
But I can help you solve some of the other questions.
This message is a notification and will not impede the operation of the product, nor will it keep legitimate customers from receiving technical support or customer service.
That is true, click on ok and the license should download correctly.
The license will be flagged as Cubase 7 US, so even though you transfer the license to a different eLicenser the local distributor will know it was purchased on the US.
Some distributors or local dealers might not want to provide support if you have not purchased the software with them.
Some others might not have a problem with it, as long as you are register in that country. E.g. Australia, Canada.
It does not matter where you have purchase Cubase or if you have a US license, you can always download and install the free maintenance updates.
No matter where you are you can always request support from the Steinberg Headquarters using the Support Request Form on your MySteinberg account or through the official forums.