That's the answer. Amazingly, they've played all these teams only once: 1. Belgium 2. Cameroon 3. Denmark 4. Egypt 5. France 6. Germany 7. Ireland 8. Morocco 9. Netherlands 10. Russia 11. South Africa 12. Spain 13. Sweden 14. Tunisia 15. Ukraine 16. Uruguay
I'll guess that their having never played a Concacaf opponent is, in part, due to all those WCs where Concacaf and the AFC were in the same pot.
Partly, yes. But Iran has had a Concacaf opponent twice (USA WC98, Mexico WC06) and Saudi Arabia qualified to both WC98 and WC06 . But, overall, the number of AFC v Concacaf matches have been fewer than what you might expect. Mexico's success, however, in advancing to the R-16 has often (WC98 v S.Korea, WC06 v Iran, WC18 v S.Korea) been predicated on beating their AFC opponent.
For a UEFA team to win the WC trophy, they have to win the Final at their first attempt (Italy, Germany, England, France and Spain). Otherwise, they may never win it (Hungary, Czechoslovakia, Netherlands, Sweden, and now Croatia). For CONMEBOL, Uruguay won it at the first attempt (duh), but Argentina and Brazil won it at their second attempt.
Portugal could be the next new country to win the World Cup. They won one EURO tournament and never made the World Cup final. Unfortunately for them it won't happen in the time of Ronaldo though.