Isa actually has a good point here. There's really nothing remarkable about Alexios sending diplomats to Urban II; and it's actually quite unlikely that Alexios didn't send delegations to other authorities. We just happen to know about this delegation, since Urban II used it (later on) as a pretext in his famous sermon to call on the warring factions of the West to unite against a common infidel enemy.
All of the sources we have from the Komnenian period show that the Emperors regularly sent all kinds diplomatic envoys (and spies) to Lombard, Frankish, Norman, Gothic, Bulgar, Avar, Alanian, Rus', Cuman, Catalan, etc. warlords, kings, and religious authorities. Reaching out to Urban fits into a typical strategy: If you have an enemy (the Normans in Italy & the Balkans), send someone to talk to those in power on that enemy's flank. Of course, in this case, it backfired, since Alexios wasn't asking for what he got, although he made the most of it.