Slaves imported from Central Asia were highly valued for their riding expertise - and since cavalry was a key part of Islamic armies, slaves from Central Asia often ended up as soldiers.
On the other hand, most European slaves came from the Balkans or the Caucasus, both mountainous regions with… long histories of clan feuding and warrior/honor cultures. As such, they too often made excellent soldiers.
Slaves from Africa were plentiful, due to the extreme political disunity (and thus constant warring) in African polities, but generally from a wide variety of cultures, and so garnered less of a ‘reputation’ for suitability to certain tasks.
… don’t ask about the process of making eunuchs.
But they kept African slave trade until last century, why are there almost no black people in Arabia?
Oh.
Interestingly enough, there used to be a relatively large partially-Black (“Zanj”) population in Iraq and the Levant!
Despite the Arabian peninsula being culturally important to Arab peoples, it couldn’t support a large population of slaves, because it couldn’t support a large population of… anyone, really, until the discovery of a vast wealth of oil reserves in the mid-20th century.
I suspect you are correct. Its also important to note that only the elite own slaves. And they would concentrate them on their business interests.
