I don't think anyone ever marketed the Zero as being $5 after shipping, or even said it'd be $5 in every country.
I can buy a nearly endless supply of $5 Zeros at my local Microcenter, so it's not all marketing. They are manufactured in-house and for various reasons haven't kept up with demand.
Many major US cities have a Microcenter. They're the most recent, name-brand Pi zero. The one with the camera ribbon attachment.
Not everyone is near a Microcenter, but there's an entire subreddit dedicated to people buying and shipping them out for people. Supposedly they don't make much if any money off it, mostly just covers gas+shipping+$5.
I can buy a nearly endless supply of $5 Zeros at my local Microcenter, so it's not all marketing. They are manufactured in-house and for various reasons haven't kept up with demand.