Yes, I can imagine they were not so popular in NZ. I had the fortune (misfortune) if moving around a lot as a kid and got to experience many different schools with a number of different computer systems. If I remember correctly Paraparaumu Collage upgraded it's Microbee computers to Sinclair QL's. Shortly after the schools QL acquisition I moved to Waiopehu collage which had System 80's. The Microbees at school were the only ones I had ever seen before owning the one I have now.
Unfortunately I can't talk with much confidence about CP/M as I have never used a Microbee with a disk OS. I do know that there are a number of CP/M disk formats available. ds84, ds80, ss80, ds82, ss80 etc...but I'm not sure what the differences are.
Yes, the Swedish menu is built into ROM. this menu system was introduced into the Microbee product line in around 1983-4 with the introduction of the Microbee PC85. From the menu you can access such software (from ROM) as Wordbee (word processor), BASIC, a graphing program, database program, videotext, telecommunication software etc. The bee's I used at school where much earlier models and just came with BASIC. As far as I am aware the menu system is built into it's own ROM and all the other programs are also on their own ROM.
I'm not sure if the were any other commercially available Aussie built machines. In this respect NZ rocks, as we had both the Aamber Pegasus and the Poly.