Thank you for writing to us with your concern.
I did check at my end and please be informed that currently voice profile is not supported in New Zealand. It is currently available in US only. This is why you're not able to set up voice profile in New Zealand.
To make things better, I've taken it as an improvement factor and forwarded your comments as feedback to our Alexa development team. I know they'll want to hear about your experience so that they will look into this and may come up with the best possible solutions in the nearest future.
As you know "Alexa" is a work in progress. We are constantly making changes for a better user experience. Discussion about the issues and suggestions you give helps us to improve "Alexa".
In the meantime, please extend your patience and understanding while we work on this.