No you don't have to live in the US to use Pi. I have friends in the Philippines, Indonesia, Thailand, US and India that use it. If it is restricted in a country it will not be available in the app store. There are ways around that.
Expect to do complete KYC/AML to receive anything of value if Pi goes to a main net in the future. If you did figure out a way to use the app in a restricted country there is about a 105% chance you will not be given the funds when you do your KYC. For that you can give credit to the US dominance on the global financial system.
Cheers
Thanks for answering the US question for us :)
Thank you. That actually makes sense with the app store, now you mention it.