/r/AskAnthropology might be a better place for this question.

We have more samples of our more recent ancestors. It's pretty amazing that we have any samples of our distant ancestors at all, really. Animal remains will really only survive millions, or even hundreds of thousands of years, under really specific circumstances. Only a very small fraction of a population makes it into the fossil record, and only a very small portion of those individuals are ever discovered. The more time that has elapsed since the death of the individual, the less likely it will be found intact. Basically, we have a lot more specimens in a lot better condition of homo neanderthalensis than we do of, say, australopithecus afarensis.

Well, H. heidelbergensis and H. neanderthalensis lived in Europe and their remains are in this continent. H. rhodesiensis and the first H. sapiens lived in Africa. So one reason seems obvious: there are more people in Europe getting a degree in palaeoanthropology and doing fossil digs and studies than they are in Africa. Many regions in Africa are simply too undeveloped or unstable to accommodate foreign experts, nevermind producing native ones. And most scientists don't travel and finance palaeontology digs from their own pocket. They have to ask universities and foundations for the money. Obviously, the people with the money, traditionally in Europe and North America, prefer to put it on digs in their very same country than on more costly ones half the world away. It's likely there are a lot of fossil fields in Africa that aren't being studied right now simply because nobody knows they are there. Most of the earliest hominid fossils have been found in South Africa and the Kenya-Tanzania-Ethiopia region, but there is no reason to think there aren't similar fossils in Malawi or Zimbabwe whose geology is very much the same. However, would you lead a palaeontology dig in Zimbabwe while Robert Mugabe still rules it as a dictator?