Jan -
I can certainly understand your plight. I lived in Brussels for a while and faced similar circumstances. There were games I wanted and could not get. However, the problem is largely a factor of business realities.
Dutch is not a language spoken by a large population and therefore it might not be economically feasible to provide a translated copy of a game that would draw demand from only a small portion of the gaming community.
How many copies would HOI sell in Holland? In any language? How much can any company justify investing in making the game available there? It isn't fair, to be sure. But these are the questions that a good publisher must evaluate.
I believe the Euro is helping to make pan-European distribution strategies more common, but most retail establishments still have strong national roots and I suspect it will take some time for true European publishers to fully emerge (though the language issues are still significant). Paradox has, in my opinion, done more than most to ensure that this game is widely available as quickly as possible. If a company had stepped forward offering to publish the game in Holland, I am sure they would gladly have accepted that offer. But at the end of the day this is an untested title and no one volunteered to take the risk of distributing it within the relatively small Dutch marketplace. That is unfortunate, but it is the reality of a market driven economy.
There are likely lots of people thoughout the world who would enjoy this game, but will not have access to it. That is unfortunate. Paradox would love to sell the extra copies. Paradox would love to have more happy customers. But sometimes things just don't work out. I live in the US now. I would love to buy a nice cuban cigar, but I can't get that here. I would love to have some good Belgian beer, but that too is unavailable to me. In Holland, you can buy either of those items but it appears you might not be able to enjoy HOI when I do. Sorry, and I do not mean to sound insensitive to your situation because I really do understand how frustrating that can be, but sometimes that's just the way it goes...