When you subscribe to Office 365, you have to define a country or region
This is fully understandable as this permits to Microsoft to determine on which Office 365 datacentre you will be hosted.
However, there is a side effect; if for any reason you have to change this settings from the Office 365 administration portal (by clicking on your company name link just on top of Admin overview) you will not be able to change this.
A support request is not helpful neither.
The only solution provided by the Office 365 support is to cancel your subscription and buy a new one with the new country.
This a real nightmare as usually Office 365 tenant are production service, and you can not stop such service plus you will not be able to reuse your previous Office 365 tenant name.