The most reasonable and definite answer to this question is that the last Prophet had, after all, to be born in any one particular country and so the question arises in every case. So, the question becomes meaningless.
Another answer to the question is that all the well-known countries had at one time attained progress and development and achieved distinction in the sphere of civilization, society, ethics, and science. Moreover, every country had tasted victory and defeat in due course. No language of any other country of the world had achieved such perfection as Arabic, which had surpassed other languages in the power of expression.
If the Prophet had been sent to any country other than Arabia, the message of the last Prophet ~ would have encountered complications due to the past and the previous history of victories and defeats and possession of or possession by the chosen country. There was also the risk of his message losing its power and grace and a part thereof might have been attributed to ancient traditions of the chosen country. The magnificent task of redressing civilization, character, and spiritual values could not have been accomplished and all his endeavors would be lost in the ancient customs and traditions of the country concerned
Moreover, any complete book of guidance is in need of a language superior to all others in the power of expression, and no language was more appropriate than Arabic to bear the heavy spiritual and intellectual burden of Revelation. So, by any logic and reason, the last Prophet must have honored Arabia as his birthplace.
The people of Arabia neither became subject of any foreign power nor captured and ruled over any other country. Thus, to the Arabs, every nation or every country was alike. When they came out with Islam, all the civilized countries and nations from Spain on the eastern coast of the Atlantic Ocean to China on the western coast of the Chinese Sea, the entire human population was equally strange to them. Thus, Allah the Almighty sent his religion through a nation for whom the whole world was equally strange.
Since the Arabian character, civilization and society were far from progress and development, it was obvious that it was this universal religion that made them highly civilized, morally disciplined, and a grateful nation, and the teachers and leaders of the world. The spiritual power of the Prophet was so tremendous that every nation in every period during his time and after him benefited from him. Moreover, the Qur’an is the culmination of all the teachings imparted by all the Prophets and guides.