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Yemen is an uncivilized nation in the southern Arabian peninsula. Its borders are pretty much identical to modern-day Yemen.
Conquest of neighbours is useful for prestige, military score and boosting literacy (Abu Dhabi, for example, has better literacy than you.) This all will make the goal of westernising easier. Just be sure not to run infamy too high or look vunerable - Spain and France tend to take chunks out of the Middle East, and occasionally the Ottomans do too.
Yemen is a part of the Arabian culture and if it turns out to be a Great power it can form Arabia by influencing one of the other nations.