I am not a specialist in Ireland, so I will leave aside the question of what makes Irish mythography (recording of myth) unique, and instead focus on the larger question: Why didn't elsewhere in Europe participate in mythography?
Well... for much of Europe, particularly in Western Europe, they did! Greek and Roman traditions had been being written down for centuries at that point, and remained prominent in Latin Christian thought throughout the medieval period. Adam of Bremen and Saxo Grammaticus, in Denmark, both recorded rituals and pre-Christian folklore for Scandinavia, with Saxo dedicating 9 of 16 books of the Gesta Danorum to pre-Christian folklore, albeit a euhemerized version of it. The Nibelungenlied, from about 1200 in the Holy Roman Empire, clearly retains a pre-Christian core, though with heavy influence from chivalric romances. The Old English poems Widsith, Deor, and Beowulf all retain clear pre-Christian stories, and the Venerable Bede describes some pre-Christian traditions (though take his writings with a healthy dose of salt). And then there's the Arabic material, such as Ibn Fadlan, which is at least adjacent to your question, but I do not know enough about what it does and does not preserve to do more than acknowledge its potential relevancy.
In the Frankish kingdoms, much less survives, but we still do retain the foundation myth in the Chronicle of Fredegar and the Liber Historia Francorum, which would count at least partly as pre-Christian folklore, though not in the truly mythological sense.
And then we have the Slavic sources, where we have almost no surviving material before the 19th century. However, the mere existence of these folktales suggests some kind of continuity between them and the rituals described by Saxo in book XIV of Gesta Danorum.
Why did Francia and the Slavic countries not document their folklore? Three possible reasons stand out:
To see the case in franks, You could see this answer: reddit.com/r/AskHistorians/comments/djxyh5/comment/f49qdf2
This answer your question and the points made by u/sagathain. It comes with some cool sources of you read French.