Because the Christopher Columbus story starts out in Spain.
When directors, especially utilitarian ones who don’t command much salary above scale, first get a hold of a script, they’re determined to do certain parts of the script as much justice as they can with the budget they have, which may compromise other factors, and they have to make decisions on what they think is important to keep and what isn’t.
Every director and producer will make different decisions for different reasons. Some may want great lighting at the expense of great locations, others may want great actors at the expense of fancy camera moves, and still more can be constantly crippled by reductions in budget that what starts out in the first weeks of shooting as going to be a sweeping epic, ends up by week four to be a desperate scramble to get the second half of the film finished before the crew gives up in disgust at not being paid overtime.
This director insisted on including Spain, perhaps because the Government of Spain provided some funds or tax breaks, and also to serve the story he envisioned, but apparently didn’t have enough money for every trick a feature film can employ so had to compromise on things he felt weren’t important.