Not Available in All States!

This one has bugged me for ages. I'll be listening to a radio commerical about whatever and then they get to the fine print section. Of course, this being radio, it's not fine print you're reading. Instead, you're listening to a fast low talker! And one of the things he or she will say is, "Not available in all states."

I feel like screaming! What do you mean not available in all states? Doesn't that mean it's not available anywhere? Shouldn't the phrase be not available in some states? Am I wrong??