I'm from Slovenia, and we don't (didn't, maybe) have access to things like iTunes, Google Play, Netflix, ... Now I'm in the UK, but I imagine that if I bought a Netflix/Spotify subscription and went abroad (e.g. to Slovenia), it would stop working. So I prefer to download movies. For music, yes, you can buy mp3s from e.g. iTunes, so it's less of a problem.
Last time I checked, they had some confusing restrictions... Like you can't download stuff, or can only download so much, so when you're abroad without a free 3G connection, it's basically useless. Maybe they've changed it, though.