"Similar to the movie and music industry, games must meet country-specific regulatory guidelines before they are cleared for sale," a Microsoft spokesperson said. "We will continue to work with our partners to follow these guidelines with Xbox One."
The Xbox 360 isn't completely region-locked – Microsoft currently allows studios to choose whether their games will work across regions. The PlayStation 3 is region-free, and all games except for Persona 4 Arena work on every console, regardless of spatial location. It's unclear if the PlayStation 4 will be similarly region-free.