Pretty much all of the external territories that you mention are actually IN the continent that you claim they are NEAR to. Yemen is surely closer to Africa than Saudi Arabia? Russia very close to N America. How do you take account of countries that straddle two continents? e.g. Spain, Greece, Panama, Trinidad, Italy, Egypt.
According to JetPunk standards, the Sinai Peninsula is entirely in Africa. That's why Israel's distance is listed as 0. It's also why Saudi Arabia is closer to Africa than Yemen.