Sony is keen to get more people on PSN and is porting a lot of games to PC, but it's shooting itself in the foot by region-locking games like Horizon Forbidden West that don't even require an account to play.
I don't understand PlayStation's PC strategy. At this point, I don't think it does either. Horizon Forbidden West is a game that doesn't require Steam users to connect a PSN account to play, yet a ResetEra user noticed it's been region-locked in countries that don't have access to PSN, such as Egypt, the Philippines, and North Korea.
This might have made sense at launch, but it's been out on PC for ten months already. SteamDB shows the full list of countries that now can't access the game, and they're all the ones you can't make a PSN account in.
You can check on PlayStation's website to see if your country can get access to the online service. Sony has previously stated forcing PC players to get PSN accounts can "invite pushback," but that it needs to make sure everyone is being civil and playing games properly, though that doesn't make much sense for single-player games like Horizon or Ghost of Tsushima.
Sony recently saw huge "pushback" when it forced Helldivers 2 players to connect a PSN account to the game on PC, and while it reversed the decision, it did still region-lock the game.