This is a common phrase, but something of a fossil.
It goes back to a time when the connection between be born = “come into existence” and the active verb bear = “carry” was much stronger. Until the 18th century be born still had for many speakers a distinctively passive sense of be carried, be brought. In that context, into is more natural:
She bore her son into the world. > He was born into the world.
It was only about 1775 that the past participle of bear came to be orthographically distinguished (borne, with a final e) from that of be born. In effect, be born was recategorized as a distinct word—a deponent verb (one which exists only in the passive).
But we still distinguish idiomatically between born in and born into. In is used to identify location: She was born in England, Kansas, Nairobi, St. James Hospital. Into is used to identify an environment: She was born into a noble family, great wealth, a world of poverty and misery. Your writer clearly thinks of the country where the subject was born not as merely a location but as an environment offering a specific advantage: a school of mathematics.