Can you link the hadith please

This is interesting as there are other hadiths that say the savior, rather than the antichrist, will come from persia (khorasan to be precise - khorasan is district in persia/iran/afghanistan)

And Ahmad, Nu'aym ibn Hammad, al-Hakim and Abu Nu'aym narrated from Thawban that he said: "The Messenger of Allah said:

"When you see the black banners have come forward from Khurasan, then go to them even if you have to crawl over ice, for among them is Allah's khalifah, the Mahdi."

Three Reasons:

Abrahamic Traditions. The north was a dangerous place in the Abrahamic traditions of the Middle East. In the period of the old Jewish kingdoms, the Mesopotamian north harbored the very real threats of empires such as Assyria and Babylon, and psalms and prophecies play on these threats. One especially important prophecy in the Book of Ezekiel records Gog as a person from the land of Magog and a leader of Persia, a threat to the Israelite people. In Revelation, Gog and Magog reappear as the names of hostile nations, harbingers of the end of the world. So even prior to the advent of Islam, people looked to Persia, the supposed home of Gog and Magog, as a region where the Anti-Christ might arise.

Alexander the Great. He traveled to the far ends of the earth and was quite a hero in the late antique traditions of the Middle East. Some people even told stories of him reaching the borderlands of Gog and Magog, that mythical land which held the barbarians who whose attacks would herald the last of days. Alexander purportedly built a wall of iron to hold these peoples back and hold off the end of the world that they were destined to bring, and he stationed troops there whose descendants held to their posts. When the wall fell, the peoples of Gog and Magog would swarm south, traveling through Persia toward the center of the world. This is of course a fanciful legend (and was probably seen that way at the time), but it captured the imagination of medieval Arabic geographers and storytellers, among others.

Ptolemy's Geography. Ptolemy wrote his Geography in the 100s, and later Arabic geographers would have been familiar with his text. Ptolemy believed the south was too hot to be inhabitable, the moderate climate of the Mediterranean was at the center of the world and temperate enough for civilization, and the cold north could support human life but not civilization. He was working in a Greek literary tradition that also associated the north with barbarians, most notably the Scythians, so this all kind of makes sense. But for an Arabic geographer or collector of hadith reading his text in the 9th century, already thinking about Judeo-Christian traditions of Gog and Magog and familiar with legends about Alexander's wall, this would seem like scientific proof of a preconceived notion. The Antichrist would come from the north, and his route if not his origin would cut through Persia.

Bonus! Since the mythology of the evil north goes reaches back into Judeo-Christian traditions, it got carried north with the bishops and monks of Latin Europe. So at the same time that Arabic transmitters were recording stories about Persia as the source of the Antichrist, Anglo-Saxons and Franks were writing about vikings using the same set of imagery!

You may get more help for your question in r/islam, even though you're looking for a more historically factual answer.

Both of the hadiths you mentioned are probably fake and have been told for political reasons.

“Anas ibn Malik narrated that Allah's Apostle (peace be upon him) said: The Dajjal would be followed by seventy thousand Jews of Isfahan wearing Persian shawls.”

1. The oldest mention of this hadith is in Sahih Muslim which is written by an Iranian man around 200 years after the death of the prophet. He lived during Abbasid rule.

2. َThe color green was the color of Alids and was loathed by Abbasids.

So this hadith is probably part of the propaganda against Alids rebels who resided in Isfahan.

Also, Isfahan had a large Jewish population at that time.

So I think I found out the exact historical context of this hadith. It is about Abu Isa's rebellion. He was a Jewish prophet who rebelled against Islamic rule in Isfahan. Source, Source

You can also read about it in Between Muslim and Jew: The Problem of Symbiosis Under Early Islam. It discusses this exact hadith.

It was narrated that Abu Bakr Siddiq said, The Messenger of Allah (peace be upon him) told us: 'Dajjal will emerge in a land in the east called Khorasan, and will be followed by people with faces like hammered shields

I'm less sure about this one but "people with faces like hammered shields" almost always refer to east Asians and Turks. This hadith is likely made to excuse the involvement of Abbassids in the An Lushan rebellion as they probably needed religious backing for their actions.

Edit: I should add that these hadiths were not about Persia in particular. Ibn Majah, Muslim and Bukhari were all Persians themselves.

Edit2: I forgot to add this. What is translated as Persian shawl here is the word Taylasan which means green shawl and was orginally worn by Persians.

Why would Islam have a prophecy about the antichrist? Muslims don't even believe in regular Christ.

Edit: I didn't mean in the sense that he didn't exist, but that he is not a diety-like figure. Please pardon my ignorance on his prophet status.

I also apparently recalled incorrectly that Islam predated Christianity.