This is a bit of an odd on. When it comes to game releases, we almost always see North America getting a physical release when one is offered by a publisher. That trend seems to be bucked with the upcoming release of the Heavy Rain and Beyond: Two Souls Collection.
Quantic Dream posted their regional launch schedule on Facebook today. On it is no indication of a release in North America.
You can still acquire both digitally. Heavy Rain for the PlayStation 4 is due out on March 1 in North America.