I get the argument to a certain extent. Certainly when Doctor Who first came back in 2005 and was being introduced to a whole new generation who had no familiarity with the show, a companion from modern day Britain made the most sense. But that was sixteen years ago, the show has a built-in fanbase now who know what to expect from it, it can loosen up and start mixing it up a little with companions from other places and times.
In addition to all the shows you mentioned set in the past which have a successful following, there's also properties set in the future (or at least futuristic settings) which have generated international popularity with no connections to modern day Earth like Star Trek or Star Wars. Hell, Star Wars is arguably the more popular of those two franchises, and that's set in a completely alien region of space.