lol so this is kind of a significant thing that needs to be addressed also in the context of most superhero comics (in that case, the question is usually phrased, "If there's a world-ending threat, why isn't literally every superhero there is in on the action?) In order to maintain any kind of suspension of disbelief, yeah, there has to be some kind of reason that it falls to the heroes in question.
A few ways this gets explained away are:
1. Turf. A given hero/group operates in a certain geographical area or area of concern, and tend to handle things along those lines
2. Other commitments. This is less a problem (or should be) in most fantasy settings, but the majority of heroes can't deal with every world-ending threat, because there are usually half a dozen or so taking place at any given time, and a character can't be in multiple places at once (okay, Wolverine apparently can, but other than that). This is, of course, a really terrible way to handle things, though, as there's no reasonable way that a world that's constantly under threat to this degree can last for any length of time.
3. Knowledge/acceptance. If, say, Black Widow uncovers a plot by the ruler of some nation to use a sci-fi superweapon on some other nation, she can't necessarily get anybody else to help her out because they don't have the necessary information, and there's some chance that the people she's trying to get to assist her might either not believe her, or might not believe that the evidence is strong enough to justify the invasion of a foreign territory.
4. Time constraints. If some high-powered baddie is nearing the completion of their grand design, heroes simply don't have the time to wait around for other heroes to show up to help and have to deal with the issue now.
Other than 2, most of these are generally pretty easily applicable to your standard issue fantasy setting. That said, the easiest way to get around this is to avoid as often as possible the threats that are so big that this question becomes a major issue in the first place (at least until the party hits, like, 15th level and the new answer is "Because they're the only ones who can handle this sh*t").