When anthropologists say that all humans are descended from ancient Africans, what they actually mean is that all humans (outside of Africa) are descended from a very limited selection of ancient Africans.
Whilst in Africa itself, there are thought to be 14 separate ancestral lineages, just one of these families seems to have survived outside of the continent, and even this was pure chance.
The crossing from the African continent to the rest of the world was a perilous journey. Some evidence suggests that one group of early humans managed it, only to die out completely later one due to climate change. Then, around 70,000 years ago, a small group of humans perhaps no larger than 200 people, made the crossing over the Red Sea, at the point known as the Gate of Grief, and into Arabia, Asia and Europe.
Genetic research shows that every single non-African on the planet can trace their ancestry back to this handful of pioneers.