When I moved to build 9926 Cortana was working. Then I went and changed the region (in Control Panel) to where I am. And boom! next time I try Cortana it says it is unable in my market. Changed regional back to United States and now it works again. Turns out the language too must be English (US).
Windows 10 Cortana is not available if the region is not US by rakhesh is licensed under a Creative Commons Attribution 4.0 International License.