Assuming by "places" you mean "countries", I agree.
This always bothers me. It seems to me that a fair bit of the west seem perfectly fine regulating what movies and games minors are allowed to buy, with the main exception being the US. In the countries with regulation, while there are complaints, the complaints are rarely to do with preventing sale to minors.
Let's concentrate on Australia for now, since it seems to be the one that comes up the most. Now whenever the OFLC is mentioned on Slashdot, every Australian cries about the same thing - about how if a game is deemed unsuitable for a 15 year old, then it is banned. But the solution that the comments call for is rarely for the OFLC to be disbanded. No, they call for the existence of an 18 rating, so that nothing has to be banned.
Similarly here in the UK - there is outcry whenever something is actually banned (e.g. Manhunt 2 temporarily), but no one seems to have any problem about things not being suitable for children. The sole exception to that rule was probably the Spiderman movie - parents were not happy about the 12 rating it got. However that's been fixed now, 12 has been replaced with 12A - basically the same as PG-13.
What's the issue with regulation done right?