Game Worlds are extremely important in the storytelling of video games. Before you say, video games don’t need stories to be good, in every single game I’ve ever played, there are story elements.
Game Designers know that in a game, every area should have it’s unique challenges you need to overcome, unique factions in it, and unique enemies, including CUPHEAD.
Game Worlds is a triune aspect of stories in games. You need to know the game world in every detail to create the characters that inhabit each part of that world which you need to create the story of your game.