In the US, iPhone 14 Pro has dual eSIM, in Hong Kong, it's 2 physical SIM. I'm not sure why they do this.

It's simply a phased, safe rollout.

Europe has a long tail of MNOs and MVNOs that don't support eSIM well enough. In China, SIM activation requires visiting a store, ID verification etc. so they only recently added eSIMs, and with limits: only Chinese iPhones can install a Chinese eSIM, and foreign eSIMs cannot be installed onto a Chinese iPhone while you're physically in mainland China.