Because I said so! 🙂
More seriously, it is the land of Jesus, and there are numerous inscriptions all over the country uncovered by archaeological excavations that provide great opportunities for reading Greek while on field trips. By learning Koine Greek in Israel, one not only internalizes the language, but the geography and culture Jesus lived in.
While Greece would seem to be a natural choice for where to study Koine Greek, it does not have the close relationship to the New Testament that Israel does, and its language today is sufficiently different from Koine Greek that it can create interference rather than help.