Why do some games not get released outside japan

It depends on the content of the game usually, for instance: Harvest Moon DS Cute was released outside of Japan, but in the United States, they felt that the girl character being able to marry another girl was wrong, the game was released however, in limited quantities.

In most cases though, developers feel that the game may not appeal to other audiences. Or they sometimes want revenge on other countries, like in the case with the old Metal Gear games.
In addition, some games's may not be able to understand by other countries at all, for example the Nintendo game series Taiko Drum Master, a music game similar to Guitar Hero that only release in some Asian countries because the songs are all Japanese. (Though a PS2 version was released in the US long ago but all the song has been changed to American pop songs.)