As south asian shias, some members of the community from other parts of the world make us feel less important because our lands (Pakistan, India, etc) aren’t important in Shia Islam although we have millions of Syeds there.

I understand what they mean since our Holy sites are in Arab and Persian lands but in the hadiths of Ahlul Bayt (as), did they ever mention the lands of South Asia in any manner or visit them?

I have not read any mention of it in the reports or traditions, there may be, but I just haven’t seen. Regardless, just because someone is from Iraq or Iran does not make them of higher status than someone from Pakistan or Afghanistan, just like being Sayyid doesn’t automatically make you higher than non-Sayyid. The Quran attests that the best ones are those with piety. Moreover, just look at the mothers of our Imams, several of them were not Arabs