No you don't have to live in the US to use Pi. I have friends in the Philippines, Indonesia, Thailand, US and India that use it. If it is restricted in a country it will not be available in the app store. There are ways around that.

Expect to do complete KYC/AML to receive anything of value if Pi goes to a main net in the future. If you did figure out a way to use the app in a restricted country there is about a 105% chance you will not be given the funds when you do your KYC. For that you can give credit to the US dominance on the global financial system.

Cheers