This is a good point...
"DOT" (Department of Transport) is American, this is the industry standard for tyres in the USA... If a tyre has been developed for sale in America and has been approved by DOT then it is legal for U.S roads.
You may also see "E-MARK" on a tyre sidewall, this is the equivalent of DOT in Europe.
"ADR" (Australian Design Rule) is obviously Australian, however ADR's do not apply to aftermarket tyres sold in Australia, there is no industry standard or method of pre-sale testing here, therefore as long as a tyre that is sold in Australia complies to the load and speed index recommended by the vehicle manufacturer it can be used legally on our roads.
The reason that DOT and UTQG are so important is so that you know that the tyre you are buying has been both US Government and independantly tested and approved for American roads, this gives you the best indication as to whether you are buying a quality tyre or not.
If you have bought a tyre that does not have DOT, UTQG or E-MARK printed on the sidewall then you know that it cannot be sold for legal road use in the USA and possibly even Europe.
Overall youre best off sticking to tyres that have a DOT and UTQG rating.