A lot of potential shareholders will purchase only from "their" country's stock exchange, to avoid the hassle of dealing in foreign currency and the taxation issues. In the case of SLI looking to get listed on the AMEX, there is also a measure of credibility to be had. OTCBB/Pink Slips have had a somewhat shady past. By listing on the AMEX, a company can distinguish itself amongst its peers. The listing requirements for most major exchanges ensure that mandatory minimum reporting requirements are met (as well as a minimum sustained stock price, as is the case with the AMEX).

All in all - getting listed on another exchange simply opens up a whole new market of investors, most of which "only shop local".