A ICANN explica isso muito bem em seu blog ( link ):
As at this time, Abkhazia, Kosovo, Transnistria, Somaliland, South Ossetia and others are not in the ISO 3166-1 standard, so ICANN is not in a position to grant any corresponding country-code domain for them. By strictly adhering to the ISO 3166-1 standard, we ensure that ICANN remains neutral by relying upon a widely recognised and impartial international standard.