While this hasn’t been a showstopper for most that need the service, having to ship to an overseas datacenter is something that can now be avoided when you want to use the Import/Export Service. The service allows you to ship up to 8TB 3.5 SATA II/III drives that have been prepared following the instructions that Microsoft provides.
If you need more information take a look at Use the Microsoft Azure Import/Export Service to Transfer Data to Blob Storage for more details.
This is live for Australia East and Australia Southeast, so nobody needs to start arguments over which football code is better, instead you can focus on getting large chunks of data into the cloud.