I once read a fairly interesting take on this: Historical settings are often chosen to wrap the story in a certain context in order to allow the reader to picture the style and theme without having to establish and explain a new setting first, so basically you skip on world building. If you read an analogy to Zeus you will immediately have an image in mind as well as a bunch of characteristics, no need to establish that beforehand.

Now, considering this it makes sense to choose a setting people already know - the 16th centruy Ottoman Empire is certainly interesting, but the average reader might know next to nothing about it and you have to explain everything first.

Why are these three settings used so much? Well, it’s positive feedback! Literature, Theatres and Video Games will select something well known and it receives popularity. In addition, a piece of media using a less-popular setting will have to a) compete with other media to become popular and b) provide plenty of worldbuilding in order to have the setting make sense. A piece of media that both establishes a “new” setting AND is very popular is going to be rare, making the entry of a new mythology/historical setting into mainstream difficult.

You ask English speakers why they remember the nearest extinct major religions of their ancestors.

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.

Egyptian is pretty well-known but underrepresented in popular media.

There’s a lot of weird Talmudic stuff about angels.

In addition to the point about Western mythologies dominating because of cultural exports, I think there is also the undercurrent of England’s original mythologies having been “lost” and so the English were always fascinated by the mythologies of the Norse (due to being invaded) and by the Greeks and Romans (as previous “great” civilizations they aspired to be).

Combine that with America’s obvious English influences and the influence of England as a colonizer around the world, and those mythologies gained a huge outsized influence.

I would like to see more Native American mythology.

Eurocentrism

Because the west, which has been heavily influenced by these cultures, controls most of the media you consume.

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Once upon a time, there was torrential rain. Such heavy downpour that the animals saw their homes flooding. They run to the hills, the flooding got worse; they run to higher hills, the flooding was still getting worse; eventually they couldn’t help but gather together onto the largest hill of the region.

Such a ruckus wouldn’t go unnoticed by the Mboi Guazú, the giant serpent; she woke up from her deep slumber, feeling a bit peckish. Unlike most animals she could see in the dark, and what she saw was a feast. Such abundance of prey! She could even ignore their meat, and go straight for the tastiest bits: the eyes.

So she ate the other animals’ eyes. One by one. She ate so many eyes that they wouldn’t fit the serpent’s belly, but she kept eating them. So the eyes started appearing over her body, in-between her scales, creepily emitting light. The more eyes she ate, the more eyes she would have over her body, to the point that she was bright, she was light, she was fire.

She has become the Mboi-Tatá, or the “fire serpent”. And she still roams those lands, looking for prey, burning the path as she goes through. If you ever find her while roaming, don’t ever forget to close your eyes - and hope for the best.

Okay, that doesn’t answer your question but I was in the mood of sharing a bit of the Guarani mythology, the fire serpent. This version of the myth is the one from the Mbyá.

If anyone wants I don’t mind sharing other Guaraní myths. I also remember a few Kaingang ones.

I think it’s often a western thing.

I can’t speak for the people who brought this on, but I would guess it’s a combination of how much they were adhered to as well as the complexity, uniqueness, and effectiveness of the narratives attached to them.

I would love to see African, any Indengious, Central Asia, and Eastern Europe. What do all these mythologies have in common? They’re not Anglo Saxon white.

The world was colonized by Western European countries who exported their preferred mythology.

Now, Greek, Roman, and Norse mythologies are now the default mythologies.