Why not just invade Spain or march North from Africa, the Middle East and Italy?

They did have forces in Italy; by 1945, there were two armies, one British and one American.

That said, the Middle East is in the opposite direction, and Africa has to land connection directly to Europe. That leaves Spain which, aside from having a formidable mountain range as it's border with France, which even if the Allies crossed, would still involve invading France, Spain was also neutral. Not only would invading Spain be hilariously counter-productive compared to invading France, it would make them a new enemy.

That leaves Italy, with it's formidable mountain ranges, the Alps and the Apennines, along with various rivers and in general "defender's wet-dream" terrain. Even if they did put their main effort into Italy, they would still have to contend with German forces in France and the Low Countries, untouched by Allied invasion, and German forces on the Eastern Front and in the Balkans. Considering how narrow the Italian Peninsula is, and then how easy it would be to fortify the Alpine Passes, it would be much more difficult than taking the direct route, ie Invading France and crossing the Northwest European Plain into Germany.