Actually the first migrations into Europe happened when humans crossed into the Arabian Peninsula from Horn of Africa and from there they migrated to the remaining world. First Greece then the Balkans and then the rest of Europe. That's also how agriculture was spread into Europe.
Actually the entire Middle East and Southern Europe and that region share a similar origin albeit largely distant by now for obvious reasons.
Back then you have to remember that the populations were very, very small.
Even in Sicily and Southern Italy today you can notice surnames of Arab/Middle Eastern origin despite how short the Emirate of Sicily really lasted in the wider scale of things.
It's much more noticeable in Al-Andalus (Spain & Portugal) as that region was under 800 Arab/Moor rule. Even today most linguists say that up to 20-25% of all Spanish words are of Arab origin. Similar with Portuguese.
Basically the point is that regions that border each other and who have had ancient ties, been influenced by human migrations, civilizations, religion etc. such as Southern Europe and the Arab world are bound to have many similarities.
It's also not a surprise that Christianity which is a native religion to the Arab world reached Europe before it for instance reached South Asia, Sub-Saharan Africa, Central Asia etc.
The Europeans could have adopted another religion for instance altogether. But the probable close cultural, trading, geographical, historical etc. ties made it convenient to adopt.
Anyway we are a bit off-topic here.
One should really invest in ThyssenKrupp shares.