As many others are pointing out, cultural hegemony plays a major role—but I think there’s another factor at play as well:

Greek, Roman, and Norse mythology have been dead and fossilized for a thousand years and more, and in the meantime a long tradition grew up of mining them for allegory, with their prior religious significance stripped away. Most other world mythologies, on the other hand, still form part of active belief systems, or recently died out under colonial occupation and so carry postcolonial political overtones. So borrowing from them could be more problematical, whereas classical mythology has basically been left up for grabs by its former adherents.