There is a game called "Life in the Middle East", though it's of...uh...dubious accuracy. I don't think a lot of women in Saudi Arabia are jogging in skintight yoga pants, but maybe I'm wrong and it's an everyday thing and I'm just dumb.And why aren't there any games about India? Brazil? Arabia? Why does everyone make games exclusively about America?
Basically, what does everyone in the world know about? Life in America, through TV shows and movies. You can make a game set in America and most people who can afford a computer will get it. Believe me, I would love to play more games set in other countries, but only the Russians have really been ballsy enough among western porn game developers to make the leap. But, westerners aren't the end-all be-all.
The Japanese, Chinese, and Koreans don't make games set in America, but they make WAY more of these games and they're generally of much higher quality, and they're intended for their local internal markets. However, that means they largely go untranslated, and when they are translated they command much higher prices than equivalent US porn games.