That's just where all the people were back in the day.
HA!
But really, I think it is a population/geography thing. There weren't a lot of people on the Australian subcontinent 2000-4000 years ago, so nothing developed there. People were in the mid-eastern area, so that's where the religions developed. Sure, there were people elsewhere, and religions developed in those places too.
Also, those three religions are probably offshoots of the Zoroastrian religion
http://www.religioustolerance.org/zoroastr.htm
For information on religion diffusion see:
http://www.adherents.com/Religions_By_Adherents.html
and
http://www.religioustolerance.org/worldrel.htm
Both of these sites indicate that Judaism is actually much further down the list than expected, and the non-religious numbers are gaining.