Because no-one from Madagascar or Africa (Madagascar is in Africa, but whatever...) pioneered a chess opening, presumably.
Unknown openings
Or if they did it was a singular person and so it was named after that person (e.g. Najdorf variation of the Sicilian defense, Kramnik variation of the Berlin defense,) or possibly it was given a descriptive name (e.g. Four Knights', Bayonet attack).

What about china.
There are two:
http://www.chess.com/opening/eco/B07_Pirc_Defense_Chinese_Variation
http://www.chess.com/opening/eco/C42_Russian_Game_Classical_Attack_Marshall_Variation_Chinese_Gambit

Frankly I don't look at openings names,Sicilian etc...they are just those people were known about their habits of opening a game.
In my opinion gives away the strategy therefore the less your opponent knows about your strategy the better it is, the openings are what they are, but in the middle of the game and the end that where I Think counts .
I'm not aware of any books about closing a games... think a minute you will find the answer by your self.
I've noticed that there are a lot of opening's named after Country's but recently I found a opening called the Brooklyn Variation (not kidding go to book openings and type in brooklyn
) anyway I was wondering why is there no opening named after managascar or Africa?