Oh, found it. Sony decided post-hoc that:
a) You'll need a PSN account to play Helldivers through Steam, even though why would you need a PSN account?
b) If you're in a region where you can't create a PSN account, you just can't purchase Helldivers anymore, or play it if you've already purchased it.
Cool yeah pretty scummy. I thought this meme format was usually used to make fun of people for petty power tripping, but in this case, it seems pretty clear that it's an appropriate form of protest.