Your question seems quite loaded, but a brief history of caliphates is here if that helps you https://en.wikipedia.org/wiki/Caliphate#History
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Didn't mean for it to be. Or to be honest how to really put it. If you and no sarcasm know how to put it better I will delete and repost?
/Joke Answer (maybe)
If they did it in a Muslim majority country they wouldn't be noticed and globally talked about. It's a popularity contest after all.
And actual Muslims will actually reject them because they are not the right kind of Caliphate.
I don't think it has anything to do with making the world notice.
I believe it's the same reason as why Europe formed the EU or why did the US unify into the United States instead of the colonies staying as separate countries.