Apologies if this is too, well, broad. Is there any particular reason why certain forms of music should have come from certain parts of the world?
For example, western European music progressed from baroque, to classical, to dance forms like the waltz. Jazz evolved from African American communities in New Orleans and Harlem. I believe ragtime was a precursor to jazz.
Eastern music is very different, though. Japanese traditional music doesn't have much of a 4/4 or 3/4 feel to it; it's generally quite free flowing (again, I cannot be absolutely sure of this; it's just what I've heard) while Indian classical music regularly incorporated time signatures that a Western audience wouldn't perceive as 'normal'.
Melodically, we have the harmonic minor and other scales (Byzantine scales?) that we tend to associate (perhaps erroneously) with Arabic music. Music based in the Phrygian mode sounds Hispanic. Standard major scales, we tend to associate with, say, country music.
Are there cultural/geographical reasons that music would evolve in a specific way? Why would music that was traditionally mainly major/minor scales (I really didn't want to say this, because I'm not sure at all) come from Germany, and not from India? Why would metal originate from places like Sweden, and not, say, Polynesia? Why would Russian music be so depressing, and not cowboy music?
This is, I suppose, essentially me asking for a musical equivalent of Guns, Germs and Steel. Apologies for the wall of text, and thanks for giving it a read! :)
This is indeed very broad. I don't know if it's possible to try to give an answer to "why things the way they are" across those many cultures, situations and times...
I can try to comment on a few things related to parts of your question.
western European music progressed from baroque, to classical, to dance forms like the waltz
It what? Baroque and Classical are names that help us talk about a lot of different things and try to put them in the same bucket. I would not try to think about a "progression" because that kind of makes me think of "a series of steps leading to something more ___________." Things change, music change. Saying there was/is a direction in which things are going/should go can lead to weird conclusions.
Also, progressed to dance forms? What? They are in the more social side of musical practice, it sounds very weird to say Classical, a time in which absolut (non-representational) music developed, led to dances. Dances are found in Western concert music way before the so called Classical period. Dances are a small fraction of the concert repertoire, some are still played by orchestras because of all kinds of reasons, but I see no way to argue there was a progression towards dances.
Japanese traditional music doesn't have much of a 4/4 or 3/4 feel to it
Western theory had a big influence in how Western music was composed. Looking at early notated examples, there are reasons to think the new ideas of "scales" affected how previous music was notated, and how new music was composed. Some music was sung before notation, and then it was written down at different times. Well, each new notation seems to be different, because it starts to make the old melody fit the new models. The idea of scales was picked up in Western music to try to organize a big repertoire, to try to find several pieces of music that would pair up nicely for liturgical services. You can read more about this in the first chapters of Taruskin's massive history. Something similar happened with Rhythm. At first it was not notated, and that led to problems when you people had several simultaneous melodic lines to work with. One of the early solutions was to use regular rhythmic patterns. I cannot say this completely explains the presence of 4/4 and 3/4 patterns, but there are reasons to believe music theory has (to some degree) shaped music just as music has shaped music theory.
Scales... Well, the history of scales is long, and kind of complicated. In the West we can trace the theoretical line of thought back to Ancient Greece. Those Greek ideas were also an influence in the Byzantine musical practice, and I think even Arabic music (I can't tell how much, I know they studied some of the Ancient Greek texts, but I am not very familiar with Arabic music theory). The Ancient Greek system used intervals that were gradually abandoned in the West (those small ones followed by big ones; the kind of thing we now think is "Eastern"). The Iberian peninsula had a lot of influence from the Arabic world for centuries, so it's not surprising some Spanish music sounds a little different.
Slendro and Pelog scales (Bali, Java, Indonesia) are quite different from the Western ones. See, in the West the theory evolved from taut strings, in which we find harmonic motion. Gamelan music uses a lot of percussion instruments, some of which vibrate in different ways. They also tune their instruments to have some [beats](https://en.wikipedia.org/wiki/Beat_(acoustics)) to get a richer sound.
I understand Chinese scales were also studied using taut strings. As far as I know, some of the tunings they used were worked in very similar ways to how Medieval scales were calculated. They happened to use the same tools, but used them in slightly different ways (they were apparently trying to do different things).
Why would Russian music be so depressing
Is it? Things get complicated here. Cultural differences, lots of them. What is sad to me might not be sad to other people.
You might want to visit /r/AskAnthropology and /r/ethnomusicology.