As for why not head north or west?
Because during Ancient Greece, except for England in the west, everything was within the Greek cultural sphere. As for England, it was still just a bunch of monkeys, and Celtic mythology hadn't even taken root. It would take over a thousand more years for Celtic mythology to barely form.
As for Northern Europe, it was even more barren, and the formation of Nordic mythology was even later, forming approximately 1500 to 2000 years after Ancient Greece.
Therefore, during the Ancient Greece era, Western Europe and Northern Europe had no Divine Era, all were Zeus's garden, so he naturally turned his gaze to the East and South, which also had a Divine Era.
This Beast of Human Malice twists beliefs in other places, transforming them into monsters and demons, thus providing a means for this unique God to better acquire faith.
If there were no demons, how could a unique God stand out?
