I think it's hard for a person like me to really understand the world I live in, where people pay more attention to their careers and pockets than to God and whatever He wants from them, which will benefit them by hopefully making their lives better.
European civilization does seem less ideal, spiritually speaking, when the peoples there focus on their careers, wealth, and financial situations more than on God and what he wants. I think the situation could improve if a large percentage of people in perhaps any country there could approach the same way of life spiritually.
This is what Gurū Granth Sāhib, the perpetual gurū and central scripture of Sikhism, says on page 8:
'[Those] who meditate on the name and depart [after] having worked hard—
Nānak, their faces glow, and so many are released with [them]' (my amateur translation).
I think the Gurū is saying in the line above that a life of hard work infused with meditating on and remembering the name of God leads to emancipation from the cycle of reincarnation. From this perspective, all what Europeans are missing is the name of the True in their lives.
I suppose I will never have an answer as to why this God felt it wasn't pertinent to give non-Jews a religion, but it's possible I'm looking at this from the wrong angle: the concept of 'religio' is a Christian concept, derived from Christianity itself, as apart from the rest of society. What the Jews have is a covenant with God, not a religion, per se
As someone who read much of the Hebrew Bible in the past, I was left with the impression that the god of Israel is just that: the god of Israel, the god of a particular people and their forefathers, a god who dwells in Tsiyyon. Who am I, an American of European descent, to him or even to Ba'alat Gebal for that matter?
I suppose that if who Jews call HaShem had intended to make non-Israelites peoples who worshiped only him and lived in accordance with the Torah, he would have founded a world civilization whose motto might be 'One God, One Torah, Many Lands.' Instead, the motto, if there actually is one, is 'One God, One Torah, One Land.' If such a world civilization did exist, religion in the Christian and current Western understanding of the term might not exist or simply be a minor phenomenon. It would also be risky trying to follow a religion in such a civilization.
While Israelites have a legal covenant with HaShem, and Christians have a covenantal religion centered on Jesus of Nazareth, Sikhs have a teacher–student relationship with their Gurū, who is God, 10 men, and a book.
Once I gave up the centuries old beliefs of my culture, I was already condemned. The wand chooses the wizard, not the other way; I am not free to choose my religion; I realise that now.
Sikhs understand, as taught by their Gurū, that the teacher–student relationship starts with God's merciful glance on the individual. Not at all trying to get you to adopt Sikhism, by the way. I just wanted to share that perspective with you.
[Edit: If I have said anything offensive or unhelpful, please forgive me.]