Because my country's values are not a monolith and are not necessarily mine. The 'values' that are actively and visibly promoted come from those in power not from the people at large.
The good news for you is that there is competition in AI models. So if you don't want American values and instead want Chinese or Saudi values, there will be a model to serve you. It might even be enough to prompt the model to align with the values you want.
I ask again, what is a country to you?