@Cinzoo man - The "Western World" is what countries in Europe and America (Australia and New Zealand may also be included in more of a political sense) are often called. Generally speaking, these are countries where there is a greater quality of life and greater wealth. Anyways, I've wondered that myself. It seems that having free ranging peafowl is a norm in most zoos. I don't think that I've ever been to a traditional zoo that does not have them.
In the movie "Eraser" there was a scene - I think was the Bronx Zoo - where there was a peacock in a cage. I remeber laughing at the time because I didn't think any zoo kept peacocks caged anymore.
Kind of sad to admit that Kansas City does. For as long as i remember they were free-roaming, then in 2010, they put them in a small cage. Have no idea why.