Why is international distribution so tangled even for recent movies released first online?

The iTunes trailer for John Dies at the End proclaims that it will be available online, "everywhere" from december 2012 before its cinema release in January 2013. Of course by "everywhere" they mean the USA and nowhere else.

By "everywhere", they're not referring to geography, they're referring to the various digital storefronts where movies can be rented/purchased from. I.e. iTunes, Xbox, On Demand, Vudu, etc. You'll observe that at the bottom right of http://trailers.apple.com/ there's likely a USA flag, not a UK (or other EU country) one, which indicates the site's region is USA, so Apple's treating you like you're in the US.

My general question is why does this still happen?

In short, regional distribution rights. When a movie is made, instead of releasing to all countries, the studio will release it in the country of origin. They then look at other countries that have large enough markets, and offer local companies the chance to be the local distributor. A local company buys the rights, optionally localizes the film (subtitling/dubbing), and then distributes it. Via this path, when it is released in other countries, the film is relevant and useful to the local market.

I can understand the tangled rights issues of movies where the contracts were written before electronic distribution was invented, but these are modern movies perhaps even ones where early online distribution was part of the plan. Why not plan international release on the same date worldwide?

Here it's not a case of tangled rights, it's just that the original movie studio doesn't want to anger your local studios/distribution companies by cutting them out of the loop. Selling American films in Europe directly probably works well enough, since enough people in Europe speak English. However, for the people in those countries who do not, they depend on the local studios/distribution companies to do the translation work. If the original studio skips localization, they're preventing these people from enjoying the film as well.

The original studio could do the localization work themselves or partner with the local studios/distribution companies such that the localized versions are available on the same date as the original release. However, that adds possibly unnecessary costs (if the film is unpopular in its original country, it probably would never be localized elsewhere) to the film before the studio has made any money back on it. It would also add delays to its original release date, as the current timelines for movies are often down to the wire, to wait for the localization process to happen properly would delay the original release of the film by weeks/months.

Why piss off the entire international audience (who watch the trailers on iTunes or some other international internet site) and then make them frustrated when they can't get the movie?

Because it would cost them time and money to accommodate international audiences, and to be frank, you'll end up buying it any way.

Additional reading: This article goes into greater detail on the nature of these regional distribution deals.