Since the other countries seem to have adequate military forces(or at least had in the past) maybe campaigns like this where shot down pretty early, if they ever where a thing. Maybe Serios(or Sothis before that) never had any interest in the other countries to begin with, we also never hear about anything remotely related to Agarthians living outside of Fodlan.
And last but not least, since the crest system as demoninator for the nobility only exists in Fodlan, why would the ruling class/body/leader or even the general populance of any other nation accept this religion?