I have heard that physical closeness to the State of Isreal matters. I mean those who live in other countries closer to Israel as opposed to those who live further away, get some more spiritual benefits somehow. E.g. it is more beneficial to be in Greece than in USA. Could this be true? Can it be true also for the gentile natives of particular countries?

ב"ה Shalom I am not familiar with such sources in our rabbinical literature. The unique qualities of holiness apply to the biblical boundaries of the Land of Israel and even within the land there is a different spiritual status to different parts. All the best