Sorry if that was worded weirdly; I retyped it four or five times.
This may extend to Europe and the rest of the western world as well, but I can only speak from experience growing up in the US.
Throughout my K-12 education, I learned more about Greek mythology than anything else. We read books about it, had entire units/semesters on the subject, etc. I can think of a couple of weeks on Egyptian mythos, but even that unit was mainly on Egyptian history than mythology. I also recall a week on Roman mythology, but mainly discussing the similarities to Greek.
If it weren't for Thor/The Avengers, I feel like we would never hear about Norse mythology. But I fee like Greek is always prevalent. References in our lexicon, as a basis for modern movies/TV shows, stories...Greek mythology is more or less a part of the culture and education in the US.
Why is Greek mythology seen as more important to study than others?
Working with classics, I'm not familiar with American history as much as others might be, but this ought to explain some of the appeal. Greek mythology has a special place in history, particularly American history for five main reasons:
It is well preserved. The corpus of contemporaneous Greek mythology is vast, with plays, poems, and books from thousands of years ago being preserved much better than other mythological traditions.
The ideological crucible for the USA was the renaissance in which the lessons of antiquity were prized above all others. Ideas like democracy, liberty, and power in the hands of the people were all, to some extent, drawn from the Greek world and led to the idealising of the Roman Republic (USA has a 'Senate' for heaven's sake) and Classical Greece, particularly Athens*. The attraction for the revolutionary founders to those groups is explained by stories like the Tyrannicide of Brutus, or the slaying of the Tyrant by Harmodius and Aristogeiton. These themes were repeated in mythological literature.
The mythology of Greece & Rome had been legitimised by Christians in a way that Norse, Egyptian, and other traditions had not. Works such as Dante's Inferno put the writers of these myths on a pedestal, and the concept of 'righteous pagans' was well established in the Christian tradition.
Greek and Latin were the languages of Academia, and the easiest way to learn those languages - at least in my experience - is to read interesting things in them. Why read Thucydides pontificating for the 100th time when you can read about Herakles? Thus the myths entered into high society as common knowledge, and if you want to make something popular, make it posh.
It was the cultural heritage of Europeans. For centuries these stories had been shaping European society and were comfortably familiar by the time the USA made its way into history. The stories were known even before the renaissance, and were a reminder of the great traditions of antiquity when many Europeans felt society had reached its apex. For Americans wanting to reach those heights in the new world, a logical starting point was the best antiquity had to offer, and the measure of a society is often its stories.
*USA loved Greece because of the tiny country wins independence from Big Country narrative.
Hope that's useful to you.