You can protect your manufacturers from foreign competitors, which is what the different legal and regulatory standards do,
I don't know if it is true for the frequency used by the Pronto, but in general it is not. The thing is that RF frequency (like power voltage, phone connectors.....) happened in a different era where they did not matter. If you look at GSM phones , you have 1900 and 1800, why is that (900-1800) makes sense, but why was 1900 added? the answer is that by the time GSM reached North America the 1800 was already used by the US military and so 1900 was added to the standard so that it can work in NA. The thing is it would be nice if all things worked the same world wide, but many standards and regulatory stuff happened in a day and age when globalization was not an issue and to make stuff global today would cost too much in infrastructure and to consumers. And if we are talking about different standards that are equally good, then who chooses what should be the new standard?
or you can open your markets by using the same standards used in the USA.
actually if you look at it better, X10 switches outside the US use the same as the Pronto, so it should be the other way around and us move towards the other standard if we want our X10 to work with our Prontos