Does that mean you think it's also a bad idea to run a Greek/Egypt/India-inspired setting, or anything else that's not based either on your personal experience, or draws from no real-world inspirations?
So, one major philosophy going about in the space of prose fiction is that folks who are not extremely well educated about a culture, probably should not write a novel about that culture. So, for example, if I am a white male heterosexual author, if I am writing a 1920s detective novel, I probably don't want to set it in, and have it revolve around, Harlem of that era. I probably don't know enough or have perspective to do a good job of it.
However, if I write that 1920s detective novel, I most certainly should have African American characters in it. They should be present in the fiction, written to avoid stereotypes. I should just avoid trying to tell an extensive narrative of what being African American in the 1920s was really like.
We can then consider what the analog for us, in RPGs, should be. Perhaps it may be that we shouldn't try to directly emulate the mythologies of other cultures, but we can present elements of them?
We live in a time where some of this burden might lift a bit, as people from these other cultures enter the RPG space. There are things like Coyote & Crow coming out that are written by people from a minority culture, with a mind to allowing those of us who aren't to run and engage with the material. I think picking up something like Coyote & Crow, and following the author's guidance on how to use the material, might be a fine way to include such stuff in your gaming.