Funny enough, I heard the same ideas back when Oblivion came out. "Set DLC in another country." Back then it was nearly impossible for them to do, since it would've required generating new land, setting all new NPCs, and voicing all of them. This time around, though, it looks like they've already generated all the land for the continent, which says to me that they might be considering opening up other areas in DLC. I'd love to see them go as ambitiously as possible and use Skyrim as the jumping off point for expanding the world to include the other countries. Skyrim felt like a "proof of concept" type thing, admittedly. A sort of way to say, "Here's our technology, here's what we can do with it, we've got the first country (Skyrim) done already, and we can use DLC to expand the world bit by bit."
I'd pay $40-60 for DLC that expanded the game to include another country. Hell, I wouldn't hesitate to pay upwards of $200 for an expansion including all the other countries.