The Americans had always favored a cross-channel attack, but Churchill pushed for theaters in North Africa and Italy, the "soft underbelly of Europe" first. Thus in 1942, the Allies invaded North Africa and quickly learned hard lessons. The Dieppe Raid of 19 August 1942 demonstrated very aptly just how difficult it was to assault a fortified position from the sea. The allies learned further lessons during the invasion of Sicily (July '43) and Italy (September '43). At Anzio, further lessons were learned about beachheads, counterattacks, and just how fierce the German fighting force could be in such scenarios. These difficult actions convinced SHAEF / Eisenhower that any amphibious landing into France would need to employ the full brunt of Allied effort, including close air support. The nearness and availability of close air support from Britain was one of the elements that went into selecting the Normandy site. Another was ready access to materials from Britain. Both were more difficult in the Mediterranean, and "island-hopping" to Sardinia and Corsica was not palatable to Eisenhower after what he had learned at Dieppe and Anzio. There was an invasion plan for Provence, Operation Dragoon, and in early planing phases this invasion was imagined to happen concurrently with Operation Overlord. It was deemed that there were not enough Allied resources available to sufficiently supply both invasions at once, especially when it came to landing craft. Operation Dragoon would go forward, 2 months after Normandy, on 15 August 1944, due mostly to SHAEF desires to get more war materials ashore more quickly (the construction of temporary harbors at Normandy proved more difficult than planners had first estimated).

There were other considerations at play in the Mediterranean, as well. There had always been an Allied idea of invading the Balkans. You can read about that aspect here with a good write-up and some nice pictures.