Since justification was asked for...
I'm a Realms fan from way back when. Although my reasoning at the time was simply not knowing anything else. That time, however, has passed, I've now played almost every setting that's been published as official content and several 3rd party settings. When it's said and done I keep going back to Toril.
The reason, now that my exposure is greater, is that there is a real sense of culture, history, and just that there is more going on in the world that just what the PCs are doing. It adds a real sense of realism and complexity to a world which gives the DM and the players that much more to play off of and interact with.