I had the same problem when I wanted a service number in Ireland (before that were more readily available) - the help desk was able to procure the number. The drop down list on the "obtain new numbers screen" is not he exhaustive list of where it in possible to obtain a service number. it is more like the list of places where you can instantly self provision a new number in a matter of minutes.
When I needed the service number in Ireland it took the service desk a couple of days to get it sorted. Once they set it up for me it worked fine.
In fact I did contact to Microsoft Service desk to convert one of our active telephone numbers to a service number but he checked for 2 days and informed us that converting to a service number is not available in Singapore.
So, I suppose it depends on regions. Thanks for sharing your experience.