Are you sure this matters? If I buy a copy of Windows while living in the US, and move to the UK, do you think that makes my use of that software illegal? I think not.
For instance, there are several ways to get microsoft software via legal downloads (including directly from microsoft) - these can be bought in every region and have the same EULA. Windows often has a European and a US version, the only difference being one has media player - but you can buy either wherever you live (or get them both as part of the same deal).
I expect it's the same with other publishers - they don't care where you buy it or use it. There may be packaging differences for different markets, but the software can be used wherever you want it.
They very much care where the softwrae is bought and used.
I'm not talking about the small companies, but the large ones do.
Microsoft, Adobe, Macromedia, Autodesk to name a few all have "Territory" licenses.
The EULA will state in which territory you can use that license.
The example you use - I'm afraid yes, if you bought software in the US and then moved to the UK there is a good chance that you are no longer license legal.
When a company offers a download you agree to the License agreement for your conutry.
Look in the back of any license booklet and you'll see agreements for different countries and territories.
You maybe downloading the same physical software but your license agreement is different.
There is no difference between OEM, Retail, OVS versions of Windows.
However the license agreement for each one is considerably different.