That's the thing isn't it? Other countries probably don't have as many women interested in playing hockey competitively and more importantly they probably don't have the support to do so. Hard to improve when women's hockey isn't high on the list for many countries to give funding and support to.
That is quite literally the heart of the issue. Canada and the United States players benefit so much from the college system. It extends hockey players' careers at a higher level at a point where other nations women would have been forced to give up the sport. You can easily see with these other teams which players have NCAA experience as they are so much more of a stand out than their other team mates.
The only way other nations will improve is if their governments literally subsidize their entire player development program and overhaul their education systems so every university has a women's hockey team, or start a state run sports academy.
None of that will happen as most nations especially in Europe aren't going to spend millions of dollars on developing a niche sport they percieve as a sideshow that no one watches.
The only country showing any development is Japan as they have a similar education system with highschool and college teams, as well as pro corporate teams funded as tax write offs, but physically they're undersized and struggle despite their solid playing skills. This was show during their game against Finland where the Fin's literally parked their tallest player in fronnt of the net as screen at they couldn't do anything to dislodge her.