Your question seems quite loaded, but a brief history of caliphates is here if that helps you https://en.wikipedia.org/wiki/Caliphate#History

I don't think it has anything to do with making the world notice.

I believe it's the same reason as why Europe formed the EU or why did the US unify into the United States instead of the colonies staying as separate countries.

/Joke Answer (maybe)

If they did it in a Muslim majority country they wouldn't be noticed and globally talked about. It's a popularity contest after all.
And actual Muslims will actually reject them because they are not the right kind of Caliphate.