Calvin spent a great deal of time on the idea that Paul, after receiving a vision, made haste to make the journey and probably would have expected large numbers of men waiting to hear the gospel. Instead, they had trouble finding anyone, and ended up with basically only one woman and her household. He said "But the Lord doth thus bring to pass his works under a base and weak kind, that his power may shine more clearly at length; and it was most meet that the beginnings of the kingdom of Christ should be so ordered, that they might taste of the humility of the cross". That would be a good lesson unless you believe this was all random chance, based on the free will of Lydia. In that case, it's just a story. In any case, Calvin spent considerable ink on this passage, from opening of her heart, to the providential things leading to meeting with Lydia, to the humble beginnings of the converts there, to the absolute necessity of the actual preaching of the word in order for salvation to occur.
I do not know why Calvin would have thought that gentiles in Europe would have an expectation that the gospel and salvation would be preached to them. Very little of OT history unfolded in the West. Europeans had not been prepared for the gospel and knew little about Jews and their Law. It seems likely that God in his providence had shielded the West from this religious influence so that they will be a more fertile field for the gospel of God after he eventually would open the door of faith to gentiles through the death, burial, and resurrection of Jesus Christ, his only begotten son, who died for the whole world and rose again three days later, the first and only man to ever walk out of the grave on his own power and still lives today.
It seems far more likely that God providentially set this scenario up at this time because of the manner in which he made the gospel known to men all during the apostolic era of the beginning of the church of Jesus Christ when it's foundation was laid, first in Jesus Christ as the chief corner stone and then his Jewish apostles and prophets, the foundation stones, according to Ephesians 2. It was crucial that the gospel first go to the Jews seeing as how they maintained the status as a nation, a people separate and apart the other nations of the world, and having particular covenant relations with God that no other nation had. Salvation, Jesus said to the Samaritan woman at the well in John 4, "is of the Jews," a loaded and crucial statement and worthy of study and meditation and awe if I have ever heard a statement that is. The New Covenant itself is a Jewish national covenant with spiritual applications that must first be realized and given to the Jews. This explains why there was yet a nation of these people when Jesus Came to the earth as a man. He must keep all the Law of Moses as he had commanded this nation, both moral, (the ten commandments), the civil, and the ceremonial. He did that.
So, with that in mind, consider what Paul said and what his "manner" was all during his ministry.
Ro 1:16 For I am not ashamed of the gospel of Christ: for it is the power of God unto salvation to every one that believeth; to the Jew first, and also to the Greek.
Ro 2:9 Tribulation and anguish, upon every soul of man that doeth evil, of the Jew first, and also of the Gentile;
Ro 2:10 But glory, honour, and peace, to every man that worketh good, to the Jew first, and also to the Gentile:
Ac 17:1 Now when they had passed through Amphipolis and Apollonia, they came to Thessalonica, where was a synagogue of the Jews:
Acts 17:2 And Paul, as his manner was, went in unto them, and three sabbath days reasoned with them out of the scriptures,
3 Opening and alleging, that Christ must needs have suffered, and risen again from the dead; and that this Jesus, whom I preach unto you, is Christ.
God did not make covenants with gentiles that he was bound by an oath to keep as he did with the Jews but he had by grace opened the door to gentiles that they may be partakers with them of the spiritual blessings of their covenant, which is forgiveness of sins and the gift of the Spirit, which is eternal life and sonship in the family of God and an inheritance with them in heaven.
I am out of time this morning to finish these thoughts but I am going somewhere with this and I will come back in my next post and make the connection with Lydia in all of this. It is about time for church now.