I am not sure I am the best qualified to answer but I'll give it a go. What I can tell you is that you are not supposed to have it outside of the UK but
Sky and other providers seem to tolerate it. To me it is just a load of politics and should IMHO be a matter of personal choice for anyone living withing the footprint.
Sky customers only have to be able to circumvent the rules by using a family member who is still resident in the UK as the registration address or in the case of Viasat Sweden.
The reason you are not able to register on the
Sky website is probably that your IP address uniquely identifies you as being from Cyprus (or certainly outside the UK) and thus you will prevented from registering on the UK only website for
Sky Anytime.