Having multiple worlds is generally pretty standard fair in both sci-fi and fantasy.
Star Wars, for example, has a few key worlds that usually remain central to the plot but you are generally traveling through many different planets with unique alien species and structures.
If you add time travel into the mix like Doctor Who does, then even if you're on Earth you could be in the past, future, or even an alternate timeline.
Having multiple worlds is fun because it means the story always has an element of surprise. The audience never knows what new exciting aspect this world might have.
Do the species of this world have unique biology such as laser eyes? Do they have fascinating technology such as teleporter devices, cloning, etc? Magic or arcane arts the characters have never encountered before? Or perhaps they are simply in the midst of a war or a unique conflict that the main characters need to resolve. It's always fun to have new, fun scenarios for the characters to encounter.
Having the main world constantly change in hierarchy and laws is also fascinating and makes it more realistic as well because real-world governments and societies are constantly changing. The changes could reflect shifts in the universe as large too, especially if this main planet is some sort of galactic or universal capital. As the heroes get closer to their goals, the world may change for the better. Or things may get worse and worse no matter what they do, and they simply have to accept they cannot change it.
Do your characters fight for freedom? Then show the government slowly shift from authoritarian to democratic. Do they fight for equality? Then show the poor finally getting food and proper shelter. Or perhaps the heroes are losing and the opposite happens whether they want it to or not.
They fight for peace but they can't stop the war. Their peaceful planet becomes a cesspool of violence. The heroes try to inspire hope but the world has plunged into despair.
Showing how bad things are on the homefront shows how bad things are in the wider universe. If even some small planet in the middle of nowhere is affected by the war, for instance, then the audience knows things are truly off the deep end.
Change is good. It's fun. It keeps the audience on their toes. For a hopeful message, show things are improving. For a bleak message, show how things are getting worse.