Sept. 30, 2015, 2:29 a.m.
This is steam bug or something. There is no way for dispenser to know that gift is region locked if steam itself doesn't display this info. Steam support could help.
Also log in via steam client and check then. Maybe that browser plugin you are using (witch enhances steam webpage) due some bug removes warnings (unlikely, but worth a try
)
You're right, the game itself does not show any indication, until I tried to add it to my library only prompt this is an area restricted items
you should contact the seller and ask for refund if he is kind enough.