Yes, it’s possible that the divergence event happened in Africa. It’s also possible that it happened in Asia. I see no reason to prefer one or the other. After all, the main piece of evidence in favor of Out-of-Africa is that Eurasians are nested within African genetic variation.
If this paper is right, this is no longer the case: Africans are nested in Eurasian variation as a whole, inclusive of both modern Eurasians and the mystery population.
I’m not sure that this is the main piece, though it was a major reason. Here are two other reasons:
1) Anatomically modern humans show up in Africa first.
2) The deepest divergences in the mtDNA, Y chromosomes, and autosomes, are all found within Africa (in particular, between hunter-gatherer African populations and everyone else).
Let’s consider the alternative models in terms of the genetics.
Near Eastern origin of modern humanity: Rapid expansion of humans out of this area. The deep divergences within Africa are happenstance; all the deep lineages outside of Africa were replaced by the “Out of Africa” population.
African origin of modern humanity: Rapid expansion of “Out of Africa” humans 60,000 years ago, with deep structure within Africa that dates back to 200,000 years ago.
Both views match the data. But the latter model seems more parsimonious to me. And as I stated above I’m to understand it is more well aligned with the archaeology. But time will tell. The first view may be true.