It's because 'Spain' is a noun, while 'there' is an adverb.
Prepositions of place ( in, on, at) or prepositions of movement (to, into) combine with
nouns (such as Spain, or home, or school, or cinema) to tell us where something or someone is, or where they are going.
The words 'here' and 'there' are adverbs, so you don't need a preposition of place or movement. If you like, you could think that they include the preposition. Other examples of adverbs which work in a similar way are 'abroad' or 'upstairs'. These words also tell us where someone or something is, or where they are going, and they do so without the need of a preposition.
I hope that helps.