There's nothing inherently wrong with a different world, but most stories want to keep a world at least vaguely like ours. It makes the story telling easier, people can just assume that if something isn't detailed, it works the same way as in our world. You can spend less time on world building and more time on plot.

DC and Marvel kind of try to keep to that, sort of...because it's easy on new readers to figure out what's happening. Pop open a book, gotham's got batman beating up a crime kingpin, you're pretty much up to speed. The further your world diverges, the more explaining you have to do.

Sometimes fantasy or space operas will get way out there, but they run the risk of bloating out the books with explaining that slows down the story. Not impossible to resolve, but it *is* more of a challenge.