hi! there's room for more input, but meanwhile, check out these related posts for previous responses

How did King Leopold manage to secure an area the size of the Congo as his personal property?

Why was the Congo at first 'private' colony?

Why were the Belgians so interested in the Congo? (Modern-day DRC)

It was unclaimed by Europeans, it had over 7000 miles of interconnecting rivers useful for transport, the area was highly divided (over 200 different ethnic groups) so there was no highly powerful nation to subdue, and elephants in the Congo tended to have the largest tusks. The rubber craze did not begin until years after Leopold had colonized the area, and in the late 1890s rubber profits surpassed ivory profits. So initially the main focus was on securing ivory which was highly prized in Europe, but the rubber demand in Europe ended up being a welcome bonus for Leopold.

To answer your question of going somewhere closer, it was not an option at the time. Britain, France, Germany, Portugal, Netherlands, and Italy had already taken large chunks of Africa leaving very little land left untouched.

source: Adam Hochschild, "King Leopold's Ghost", 1999