Afghanistan and Iraq
One reason, surely, is that Afghanistan, for all of its ethnic diversity and political turbulence, has a long continuous history as a single nation. International intervention can, with skill and luck, revive a battered and prostrate nation. But it cannot easily create one where the population has no real history of, or desire for, willing coexistence and cooperation."
Afghanistan was created as a buffer between British India and the Russian Empire in the 19th century, and while it's been a single country on a map, it had little real unity. People stayed in power by accepting the fact most of the country would do whatever it wanted; my advisor tells a story about an Afghan intercity taxi driver bragging when they left the area controlled from Kabul.
Meanwhile, while I can see the point about Iraq, it's not that much more artificial than Afghanistan. The forces of Arab nationalism could under better circumstances trump divides between Sunnis and Shi'ites, though you'd still have a Kurdish issue. And don't forget that while regional federations have emerged as a popular option for much of the population, the protests right after the war all warned against people who wanted to break up the country to weaken it.