Actually, you do. Let's say you show a fake ID (ie, open a US live account when you are not in the US), and buy a bottle of whiskey at the liquor store. The store has done it's due diligence in checking your ID. Now you walk outside and a passing cop checks you out and recognises you from a school talk he did a few weeks back, so he does a more thorough check and discovers your ID is fake, and takes away your whiskey. Do you expect the liquor store to pay you back for the alcohol you purchased under a pretense?
We can carry this comparison further, in most cases, the cop would go and complain to the store, and possibly fine them for selling to someone they shouldn't have. After that, the store would be more careful in future, right? Isn't that exactly what MS is doing?
Now if you want a direct comparison using this image, let's say that you ordered two bottles of whiskey over the internet (for pick up, like pizza, say) from this liquor store, clicked the box that said "I am over 21", and they charged your card. When you go to pick it up, they ask to see your ID, and then refuse to give you your alcohol when they find you're not over 21. They also have no requirement to refund your money, since you perjured yourself when ordering and paying.
That's pretty much what a person does when using this "loophole" that MS is now closing. MS has repeatedly said they don't support someone using an account outside of their region, they have repeatedly said that they might do something about it at some stage. You can't tell me a person didn't know they were perjuring themselves when buying content they weren't contractually allowed to buy, but now people are whining because MS finally closed the hole they've been saying from the beginning they didn't support and might close? Geez...