You must have much different players, in style, than I do. Put a dragon in front of my lot and the first question isn't "what does it eat" or "why is it here", it's "how are we going to kill it" quickly followed by "where is its lair".
I couldn't tell you how different my players are, because I don't have a habit of dropping dragons into areas where it couldn't find something to eat. However, if the question of, "What does it eat?" or "Why is it here?" came up, I'd probably have an answer.
For example, the only dragon they've fought so far was a Sea Dragon. The answers are: "Sea turtles, mantas, dolphin fish and tuna which are abundant in the warm currents flowing north along the storm coast. The occasional sailor, merfolk, or sea elf when it gets the chance." and "Nuati called it up from its lair near Tip-of-the-Tongue because he hates one of the PCs."
As for setting-building, I build on the game world's history rather than its economics.
The two aren't completely separable. Without something like the Silk Road, a lot of European history from the 13th century to the 17th century
isn't really explainable. It's worth knowing things like that Sweden was dominating the copper trade, or that Austria's wealth was driven by the fact that water wheels made silver mining profitable, which in turn happened because the collapse of the Roman slave based economy made it essential to utilize mechanical power. It's worth considering that Spain's rise to world power was done by filling the huge void in European currency relative to its economic power, and that despite being in a rivalry with England it never could stop consuming English craft goods. And so on and so forth. But I wasn't even talking about such macro scale economics. I was talking about, "What does the goblin tribe over the hill do when they aren't sitting around waiting to be slaughtered by adventurers. They've got metal weapons but no mines or forge, so they are darn well doing something of economic value or they'd not have anything to trade. And if they only equipped themselves by raiding their neighbors, why haven't they become such an burden years ago that some other far higher level and better equipped party didn't kill them and take their stuff?"
Because really, if you aren't answering those sort of questions, you aren't building a world and you are depriving yourself of an imaginative dungeon. Instead you'll just have basically empty 20'x30' rooms with 1d6 goblins in each room.
Gonzo (the concept) has every real place being in any game. Gonzo the muppet is a different story, and not very relevant here. But gonzo dungeoning doesn't have to involve demonic clowns and pink dragons, just an all-round attitude of let's get out there and giv'er; kill the monsters/bad guys, take their stuff, and if we happen to learn something as a side effect so much the better.
Perhaps we'd do better if we were sharing a common language.
gon·zo [gon-zoh]
adjective
1. (of journalism, reportage, etc.) filled with bizarre or subjective ideas, commentary, or the like.
2. crazy; eccentric.
noun
3. eccentricity, weirdness, or craziness.
So that's as far as I'm concerned what Gonzo means. Gonzo does mean things like being attacked by ice cream sundae monsters, tweedle-dee and tweedle-dum, 'hub'goblins biker gangs, and the crew of the Star Ship Enterprise. It means having the deities be Marilyn Monroe, James Dean, Elvis Presley, and Andy Warhol. It means bizarre, wierd, and eccentric. Gonzo is Weekly World News. A lot of the first decade of RPGs had a lot of that - TSR even published several gonzo modules and there were tons of the original Greyhawk in the gonzo style. I'm familiar with the style. It's a style of gaming were what's important is the immediate problem, where comedy and bad puns are expected, logic is thrown out the window, and no one really worries about whether there is a story, a backstory, or a forestory. I have no idea what giving a world a history means to gonzo gaming, other than you are evolving out of it. Nor have I ever heard it defined as ' let's get out there and give'r', but I guess - to the extent that means 'carpe jugulum', I understand what you mean.
Nonetheless, I'd like to think it's possible to game with a larger emotional range and more substance. If it wasn't, I think I would have gotten bored a long time ago. I enjoy the idea of a straw golem, tin golem, were-lion and a witch with ruby slippers and a terrier familiar as much as the next guy, but I wouldn't play that game for 4 hours a week for 3 years. By the mid-80's, gonzo was passé. People wanted more and I think have a right to more.
What would be worse is creating a gonzo game that wasn't aware that it was a gonzo game but thought it was actually serious.
The best way to prosper in my game is to realize that you need to learn something, and if you have to kill monsters and take their stuff to do it, so much the better. My characters haven't completely figured out that asking questions and then killing things is the preferred order, but they are learning.