It's because Anime is “Made in Japan”.
Made by Japanese Anime studios in Japan.
Voice actors are mostly Japanese and majority only speak Japanese.
Japanese of course know their native country and locations more better and familiar than locations from another countries.
There are exist some locations from another countries but anime creators mostly not so familiar with it and just limited to general knowledges about it. So improvisation and imaginations may exist to create these foreign locations.
So yeah it can't be helped, if most of anime locations set in Japan and Japanese only know their locations more better. It's also same goes with animation productions from another countries as well 😉
K-On trip in London, UK.
https://mrprofgenius.blogspot.com/