Because we have a lot of authors from what we call "golden years", and "Spanish Literature" teachers tend to be extra proud of them. Why would they recommend Dante, when they have "Cantar del Mío Cid"? A Shakespeare translation or original Cervantes? Mark Twain or Benito Pérez Galdós?
I don't mean that non spanish authors are worse (I dislike many of them because they were forced to me too early, when I preferred Dahl or Tolkien), I am just saying that it makes no sense to recommend Shakespeare instead of Cervantes in Spanish Literature class, where they recommend/require books. I can't imagine Russian Literature teachers requiring "Episodios Nacionales" authored by Galdós, a book about spanish history/politics in the XIX century over any russian author about any russian theme.
As a Spaniard I wish we had Mark Twain instead of the drowsy village dramas from the so-called Golden Age.