The short answer is colonialism. Faiths attached to colonial empires went abroad. The major orthodox churches were not major colonial empires.

The orthodox community in Russia did expand, but this was contiguous with Russian expansion across Siberia. Though Russia did have settlements in Alaska and California they were limited in size and duration. The European kingdoms that became colonial empires expanded earlier in history (15th Century) and happened to be Catholic. The Spanish colonial system in particular utilized a network of church centered settlements/fortifications called ‘missions’ to covert non-Spaniards and integrate native peoples into Spanish rule. Though there were wandering missionaries seeking to win hearts and minds voluntarily, it was the institutionalized state driven process that provides the most compelling answer for why Catholicism is the dominant Christian community of the Western Hemisphere and the Philippines. The Portuguese colonial system was less robust, but is the cause for some of the significant Catholic minorities in South and East Asia. When English settlement took hold in North America, so too followed Protestant communities. The growth of those communities coincides with the expansion of Protestantism across the United States and Canada.

Why is a particular Christian sect dominant in a given country today? Check its colonial experience, and that will usually explain it.