To take people to a more relatable view of this topic.
DM buys a campaign setting. It is a desert wasteland like Athas/Dark Sun filled with brutal NPCs and constant danger. It has no connection to the Feywild and thus has withered. He studies it and loves it. He is an expert on every page on the setting and expands it to create his own unique touches. He is prepared with dozens of story hooks, adventure locations and great CHARACTER AGNOSTIC storylines.
Then he finds his players.
Player 1 wants to play a Tempest Cleric that was a former pirate.
Player 2 wants to play a Fey Pact Warlock Firbolg.
Player 3 wants to play a Dwarven Barbarian.
Two of those three PCs do not fit into the setting well.
Do you tell the players, "No, you can't play that PC. It doesn't fit into my game?" Is telling a player "No" unnecessarily likely to result in the best experience for the player?
Do you have them be from far away and just ignore their background and motivations? Is that exciting? Or is that going to leave the players feeling like the DM is playing with himself and the PCs are just there to watch... If they're not interwoven into the story meaningfully, they're meaningless. For an example of stock adventures where this is a problem see the old Dark Sun modules.
Or, do you adjust your world to give these PCs a reason to be there. Do you find a place where a sailor might come from and give this PC a reson to travel to this wasteland. Do you add a storyline about a weak connecion to the Feywild that allowd the Feypact Warlock to get his powers and give him motivations to return the world to a lush place...