Hi stretched,
Your questions can't really be called quandaries, since you could ask them under any circumstances - if Jesus was Chinese or I was an Iraqi, you could ask the same questions without becoming any wiser. It's really just a matter of identity ("this" as opposed to "that"). If the Jesus of your question was the "Jesus" of history, and if the Jenyar of your question was the same person I am now, then everything else would literally just be circumstancial, including all of history. But that's philosophical speculation. It doesn't really help us to ask why Rome and Jerusalem became such religious and intellectual reference points. Maybe the world at large gravitated towards certain - moral, spiritual, legal, intellectual - "foundations", fixed points that could actually bear the weight of time and the chaotic forces exerted by humanity, and that these foundations were simply more asserted where people who believed in them gathered.
Jesus was a Jew, and Israel was Mesopotamian, which happens to be the cradle of mankind - or at least of the kind of civilization that persisted. Israel was forged in a melting pot of much larger and more impressive nations, and their religion wasn't so impressive (or even that unique) either. But that isn't what made them unique, or what gave them their identity. Above everything else, they had an independent, spiritual identity - one given by their God. That is what made him so strange and threatening in a world where people generally decided who and what their gods were and what would please them. The same thing made Jesus so unpopular. He didn't represent man's choice, he was firstly interested in God's will.
What declares Jesus as the "only true way" (to the God of Israel, specifically) is not that anybody decided it should or must or ought to be so, but that he made that claim himself (John 14:6). It sounds easy enough to make, but Israel was the context for that claim, as Mesopotamia is the context for Israel, and the modern world provides a context for the Mesopotamian civilizations. And we live that perspective out in many ways everyday, it's the history we inherited.
Geographical, political, cultural and religious frames don't exist in isolation. As variables, they are just points of departure. But as far as a person's identity goes, these frames have an expiry date: when they become conscious atributes. That's when you decide what you believe in, who you associate yourself with, and in effect: who you're willing to offend and would be offended by. In practice, whichever way you think is true is the one you are walking - the one you are least offended by. And it's not whether Jesus was Chinese or Middle-Eastern that makes his claims offensive (Eastern mysticism is quite PC), but that it requires belief in a God we didn't choose, and who could be offended by some paths of least resistance.