Why did he write about the Court and foreign lands and not Stratford? Because the nobleman Edward de Vere, Earl of Oxford, was a member of the court, visited foreign lands and did *not* live in Stratford.
This will ignite the usual controversy but the case is overwhelmingly stronger for de Vere than it is for Will of Stratford. I recommend “Shakespeare by Another Name” for a detailed discussion of the issue, written by a scientist who applys pure analytical thinking to the data as it is currently known rather than by a souvenir shop owner in Stratford who has a stake in the controversy (as do most literary scholars who wrote their theses on Will of Stratford).
I have no skin in this game and don’t care who wrote the works; the Oxfordians have the stronger argument at this time.
The reason Shakespeare's plays are set in "foreign lands," or historical periods, was because that was what was considered interesting and worth hearing about. In 1600, hearing what happened in Stratford in 1600 just wasn't an appealing topic. But, apart from some superficial details, all these plays could have been set in London.
Take Hamlet. The author knew a few place names, a few Danish names, the fact Denmark had an elective monarchy. Are there any other details specific to Denmark? I don't know of a single one.
Besides, the way Shakespeare wrote was virtually a fingerprint. Oxford could not write like that.