Launching from the Equator, Eastward, is the most energy efficient way to get to orbit, but not everybody is after equatorial orbits or geostationary orbits.
Lot of sats are for example spying sats, and these can use polar orbits (as the earth rotates under the sat, sat will at some point map the whole earth), or more fancy orbits that you can read about in this guide here: http://www.braeunig.us/space/orbmech.htm#types
Why isn't there a launch site in Spain. Its more closer to the equator than what Russia uses in Kazakhstan.
While we're getting used to rockets "just working", it's still rocket science. Things go wrong and you'd rather have the hundred tons of fuel and aluminium (or steel since Starship) going supersonic into the ocean. Unless you're Chinese or Russian, they don't mind.
Doesn't Russia launch from Baikonur Cosmodrome which is nowhere near the ocean. So maybe China doesn't mind it.
https://en.wikipedia.org/wiki/El_Hierro_Launch_Centre though in this case the launches would be westwards or southwards.
because Spain's on the wrong side of the continent
Just launch it from Alicante, by the time it makes its way to Sicily it should be good, right?