When I think of a setting, I don't think solely, or even primarily, of an imaginary geography and history. I think of tropes, themes, broad-brush backstory, etc.
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This is why my Greyhawk games don't always involve the exact same backstory. Eg in my current GH game, Slerotin is the name of a Suel figure of some importance whose mummy was buried in a pyramid in the Bright Desert, and then at some time reinterred in the catacombs of Hardby. I can't remember if Slerotin eve figure in my other GH campaigns, but if so certainly not in this manner.
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If you want to play something fairly Conan-esque, with wizards of ancient empires in a mash-up of pseudo-mediaeval European/Mediterranean/West-and-Central-Asian lands, GH is an alternative to the Hyborian Age itself. These tropes, in turn, tend to feed into the themes of the game.
This is what I mean when I talk about "using a setting".