Seeing how dulce de leche is of Latino origins, it's only natural that these alfajor gems of cookies stem from the same place.
Fun fact of the day? These typical Latino cookies are of Arab origin; that's right: Arab :)
The proof is in the name: alfajor comes from (الفاخر) which literally translates to "the luxurious one."
It's not far-fetched at all, the Muslims conquered modern day Spain and settled there for quite a bit, so it's only natural that we have created our own mark in its culture.