[Murphie]

It's because Valkurm is equally distant between two nations (Bastok and Sandoria).
It's because there is a subjob quest there.
It's because people are familiar with the zone.
It's because people are lazy.
It's because that's where everyone else goes, and if you want a party, you have to go.

If you have enough people to go somewhere else, do. But if you are alone, chances are, you'll be in the dunes at some point.