"Does Nikon have this kind of policy in any other country?"
I live in Portugal and we don't have that kind off problem here. I have bought several gear around the world (USA, UK, Swiss), and never had a problem with Nikon. They accept the international warranty and don't care where it was bought. Every time i go to B&H, i only buy grey market if the price is better. As i don't live in the USA, it is useless to pay to have the 5 years warranty if i'm not going to use it anyway.
Nikonians!!! My best investment made after my camera!!!