The answer is that your question is simply based on a false premise, in fact multiple.

The first issue with this framing is your separation of “Europe” from “Africa” and “Asia”. Our understanding of these as three separate continents is a modern one, and the borders we draw today aren’t particularly useful when understanding Afro-Eurasia in the 15th century. “Europe” would more accurately be referred to as “Latin Christendom”, the general grouping of the areas where Latin Christianity was the dominant religion. Latin Christendom contained most of Western Europe and some other parts of the continent, but much of southeastern Europe would have been categorized under Dar-al Islam, the Islamic world. Similarly, many Christian parts of Europe, for example the Balkans, ended up under the control of the Ottoman Empire, and of course the Latin Christian Church was only one half of Christianity which further diversifies the continent.

Castile and Aragon, where Columbus received support for his voyage, would have been as well described as part of the Mediterranean Region as they were a part of Latin Christendom. Despite the religious conflicts in the Mediterranean, it was (and is) a diverse and interconnected part of the world that is probably a more relevant grouping for the 15th century than “Europe”.

Latin Christendom was broadly fairly rural, with cities becoming more common in Southern Europe around the Mediterranean. The African continent in the 14th and 15th centuries had a great number of cities and long-distanced trade networks that developed separately from both Latin Christendom and Islamic expansion. The Middle Kingdom (China) in Columbus’s time had far more developed infrastructure than potentially any other state in the world, rural wage labor (largely unheard of in Latin Christendom at the time), and was hugely responsible for the development of the Indian Ocean trade networks which became so important to Portuguese and Dutch expansion.

Coming to the Americas, the picture gets even more complicated. The Inca and Aztec Empires were vast, the Inca specifically was one of the largest empires in the world at the time. Inside Incan society you would have found incredibly advanced infrastructure, extraordinary textiles, and a diverse collection of peoples throughout the Andes. The Aztec city of Tenochtitlan was built in Lake Texcoco, and was one of the only cities in the world capable of providing its own subsistence. Tenochtitlan had a population estimated to be around 200,000, with many estimates even higher. This was about the population of the city of Paris in the same time period. South America was densely populated with two large empires. North America had a smaller population that was less sedentary, but the achievements of many north american peoples in agriculture and ecology cannot be understated.

These incredible societies were decimated following contact with Europeans, through a combination of disease, colonial violence, and often times strategic error. The world that you find in World War Two is one in which European colonial efforts effectively exploited the Americas and Africa to enrich European society and strengthen European states. I have attempted to give you a greatly oversimplified portrait of the world before those efforts had for the most part taken place. The idea of Europe as a civilized and developed continent surrounded by less-advanced cultures was formulated after much of this colonization and exploitation had occurred, often to justify past and future actions. It is all of our jobs to understand the world through a more complex lens.