Wanted to know if it's just a coincidence.
I got into K-Dramas through Crash Landing on You, and when I was watching that I realized some of CLOY was filmed in Switzerland (which was great, it made for beautiful scenery).
Then I watched Memories of the Alhambra and Vagabond, and I realized that those two dramas almost exclusively took place in Granada and Morocco.
Now I'm watching Vincenzo, (which is only set in Italy for the first 15 minutes, but it's about a Korean-Italian consigliere from the Italian Mafia). I love this drama so much and I'm currently writing this waiting for the 19th episode to come out tomorrow, haha, but after the first 15 minutes, it gave me a huge shock when it went back into a classy K-Drama slapstick humor mode, and I almost dropped the drama because of this. Anyways, not to go off into a tangent for too long, the role of an Italian Mafia member is not necessary for creating a ruthless man. I also supposed that making him (Vincenzo, the main character) somewhat foreign, detaches him as being Korean (native), as the drama really does a lot of criticizing towards South Korea's corruption. Of course, the themes of not being accepted as an Italian and Korean in both countries is strong, but that is an aftermath of the created character and overall isn't very necessary to the plot (other than the fact that there are guns, and guns are banned in SK).
Memories of the Alhambra is one of my favourite K-Dramas. I loved the plot and intrigue surrounding AI and the VR video game, but I also know that this could have been recreated in South Korea just fine as well, with South Korea's mythology and history.
Also, the following dramas I have mentioned are all Netflix originals (or collaborated with tvN, etc). In the last two years (2020-2021), I know Netflix has put in hundreds of millions more in investment in K-Dramas to expand its platform with Asian countries. Are all the new settings just simply because it's cool, because it's more relatable on an international scale, or something else?
Additionally, I do find that it's not necessary to create dramas in foreign settings. Everyone is a lot more accustomed to their own country's setting, and sometimes it feels weird (e.g. Vincenzo, though I can believe the characterization for the story's logic). The settings are not usually what makes me enjoy the drama, and what I remember about it are the themes, which are also uniquely Korean.
Personal Opinion only, please discuss! Also, please correct me if I got anything wrong.