The short answer is Christianity isn't a utilitarian belief system. While God loves everyone equally, he puts some of us closer together in love: family, friends, neighbors, countrymen. This incurs a greater obligation, plus we ought to love more those who are closer to us.
Sadly, a lot of Christian faiths teach dogma before the underlying reasoning or take a Bible-only approach which I find to be incredibly incomplete. In case your upbringing didn't include much theological reading, I would strongly recommend Civitas Dei and Summa Theologiae; the latter is less explicitly relevant to its definition but probably a better book overall.