When i played the Fatimids back then, i was really role-playing and the immersion was great because of the buildings, the units, etc. All my story evolved in North Africa and the Middle East. I don't think i touched Europe in that game. So yes, i like to pick up Kingdoms or Empires due to it's specific visuals etc. Could be the Scots in Highlands, the Fatimids or...the Bulgarians. I loved KoH because i could really dive in.....most like in any other games i have played.
I also think it is more realistic if you the conversion to your culture or religion from other nations take time....and revolts are more frequent than in regions sharing your own culture.