It depends on whether you are an employee or contractor. For a contractor, it mostly shouldn't matter. (Some countries, especially countries with which the HQ country has difficult relations, may represent unacceptable risk even for a contractor.)

With an employee, the employer has to be registered to pay tax in the country; they need to familiarise themselves with the labour laws of the country to ensure they comply with them; they may need to make various arrangements with respect to benefits (insurance, retirement, etc); usually to do all this they need to have a legal entity set up in the country, which in turn also needs things like local bank accounts, directors appointed, accounting and auditing contracts, etc. For the first employee in a country, that can be a lot of overhead. If some manager wants to hire some random person in country X where there are currently no employees, it probably isn't worth it unless they plan to hire more people in country X, or that person is someone very special.

A workaround some places use is contract with some sort of agency who acts as the employee's legal employer and handles all those local legal/tax/benefits/etc issues. However, that adds overhead costs, and if a firm doesn't already have a relationship with such an agency, they probably aren't going to start one just because some manager wants to hire somebody in a country in which there is no legal entity.