The thing about African islands is they're already inhabited and claimed. There wouldn't be anything that wasn't there before or undiscovered. We're talking about the crown jewel in European Imperialism in the post-Exploration age. If it's there, it would have been exploited. The only "empty" place left are the darker hearts of Africa, which present logistical challenges all their own that'd make such a research center as hard to maintain as Rapture.

Even République des Seychelles - the largest island chain nation in Africa on the Eastern side - would most likely be using all its islands at this point, considering climate change and rising sea-levels compounding the issue of concentrating populations on higher islands.

You'd probably end up being more succesful having Rapture than anything to research anti-matter that'll maintain a healthy energy-size ratio.