On Android you can only have one nation's leagues active at a time, so for your Real Madrid game that would obviously be Spain. The database of players is based on the leagues you have active, so while you have Spain active you'll have a large number of spanish based players, together with the more notable players based in other coutries. I assume that Kyle Walker is not considered interesting enough to appear in the database unless you've got England as the active country.
Peely's pretty much hit the nail on the head. This is something we always look to improve in the future and make sure that the high-profile, talented young players try to appear in as many league set-ups as possible.