It's not the creation of a world that is difficult... It's making it work right and fleshing it out that is difficult. 

The more different it is from our current world, the greater the effort is needed to make it work properly.

Even just adding a small element will have widespread ramifications throughout the world's society.

As for your question... The classic high fantasy setting is not mandatory, but it is easy to work with, requiring less worldbuilding, as others have taken care of that already. 

Same goes with fandom RPs, really. Less work worldbuilding.