This is so true. I find it the same with BBC IPlayer - I live in the UK but travel home regularly, and have a 3 hour train journey. Despite having an active Sky subscription in the UK, and paying a TV licence in the UK, if I want to watch a show hosted on iPlayer there isn't any way to do it from Ireland. I normally end up having to download them before I go from other sources, which I hate doing..
I believe the BBC should hand out a username/password with the license fee for access to their online services. Maybe this would require a change to their charter.