I wonder if that differs from game to game? Because I remember Street Fighter 4 being like that. When I moved to Japan a while back, I made a new Jp account to play SF4 online. Not because I assumed matchmaking would be based on the account region, but just so that the people I get matched up with see the Japanese flag and realize where I am.
Regarding you not getting a refund for your purchase, that's really messed up. Have you tried asking to speak to a manager or some senior employee? Some times you can get completely different outcomes depending on who you talk to. it's possible the person you spoke to didn't quite fully understand your situation, and perhaps thought you could use those items on your Jp account, but that you then wanted to transfer them to your other account, etc.
Yes, it seems to depend on each game and the choices made by the developers. Would be easier if the games or the console gave you the choice...
Thanks, I sent a new email. Even Naughty Dog on their support website tell players in that situation to approach PSN for a refund, this situation is ridiculous.