That's from the confusion between 'the Arab World' and the Middle East. The latter is basically just the Levant, Mesopotamia, Anatolia and the Armenian Highlands (both of which have a slightly confused status but lets ignore that), the Arabian Peninsula, Egypt and Persia. You would describe Tunisia as being part of the Mahgreb or North Africa.
That is the way we use it in Scandinavia and Germany, but it seems it is generally used in a much broader way in English.
Confusion with "the Arab world" does not explain the inclusion of Afghanistan.