I have had this same question myself before. More generally, why does UEFA, the "European" federation, not resemble the EU? The EU has 28 members and UEFA 54, including Turkey, Israel, Russia and, yes, Kazakhstan.Why is Kazakhstan considered part of Europe soccer-wise?— Grant Wahl (@GrantWahl) August 27, 2015
My search for an answer took me to this neat paper:
Dietschy, P., Ranc, D., & Sonntag, A. (2009). Parallel Myths, Popular Maps: The Europe of Soccer. Journal of Educational Media, Memory, and Society, 1(2), 125-144.
Below are the relevant passages. In short, blame Charles de Gaulle.