I'm a software engineer and have worked on bringing some consumer products to market which have cellular radios. Even though the GSM standard is "Global", there are different frequency assignments in different nations. So getting the software to work on multiple carriers, and getting the antenna-array tuned to work on multiple frequencies are two unrelated tasks.

Usually the trade-off is device thickness. If you add another element to the antenna array you can make it work on both 700Mhz and 750Mhz. But if you try to tune for 725Mhz you'll get crap performance in all countries.

It isn't. The Note 3 has a list of blacklisted cellular operators outside your region, if you try to use a sim card created by one of them you get an error on the screen and it refuses to connect.

The leaflet is just a leaflet, the issue here is that Samsung have added software intentionally designed to block cross-region usage.