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 any religious significance stripped away. Most other world mythologies, on the other hand, still form part of active belief systems, or died out during the colonial era and thus carry political overtones. So borrowing from them could be more controversial, whereas classical mythology has basically been opened up for grabs by its former adherents.