If you would like to exclude your release from being available on a specific territory, you can do so on the Release Availability page.
When you are working on your release, navigate to the Release Availability page by selecting Stores & Partners. This is the same section where you select the partners and release dates. You'll be able to select the territories under Territory Rights.
By default, World Wide is selected when creating your release, but this can be turned off in order to add/exclude specific territories. By excluding, your content will not be available in that given territory. This only applies if a DSP has in fact enabled this function. Spotify, Apple Music, and many others have this enabled.