The mesenchyme is the common matrix for most tissues and organs, including the blood. So, there could be a relationship with the evolving of hematopoiesis during the embryonal and fetal life. Hematopoiesis starts in the yolk sac in the 19th day. That passes in the liver in the 5th week and, finally in the bone marrow in the 12th week.

Thanks for the reply. I recently spotted a focus of extramedullary hematopoiesis in solitary fibrous tumor, which I think is a very interesting phenomenon. I have seen EMH in atrial myxoma a few times but it almost never occurs in SFT so I was just curious about what other tumors also show this phenomenon.

Actually most of tissues involved in your question (including hematopoietic, fibrous connective, adipose and others) is derived from mesoderm. A relevant role could be played by the chronology of differentiation in the first days/week of the embryonic life