Why does God speak to only one person and expect him to propagate the message to others? Why does He not speak to all?

You are assuming that the Human Incarnation is only a Prophet bringing the word of God to the humanity. In that case, your question is reasonable. But the concept of Human Incarnation is not limited to only bringing the word of God to humanity. The word of God is already present as the Holy Scripture in every religion. The scriptures are misinterpreted and the real sense is lost. Under such circumstances, God comes down in human form to give the correct interpretation and clarify the doubts of all the people. In this situation, what you said is really happening i.e., God is conveying the message to all directly. The Human Incarnation does not speak to one devotee and does not ask him alone to propagate this knowledge. Your allegation is totally a waste because what you wanted is itself happening actually. Since God is one, He has to take only one living human body to prove that He is one only. If He enters every living human body, then the concept of multiple Gods gets established. God comes down in human form not only to preach the knowledge but also to give the experience of His unimaginable nature through some unimaginable events performed by Him. Devotees not only seek the knowledge but also seek the direct experience of God. Of course preaching the true knowledge is the main program.