But, can anyone tell me any compelling reasons to create my own world beyond just the satisfaction of it?
There are two compelling reasons: first, because you want to
publish stories or adventures, and infringing other people's trademarks is—to say the least—frowned upon in law.
The second reason is the same reason that companies like Wizards of the Coast publish different campaign settings in the first place: because some different kinds of stories require different worlds to tell them in. If none of the published settings quite match the kinds of adventures you want your players to have—or that they want to have—then you're going to have to create the world that supports those adventures.
I've run dozens of worlds—most of them of my own devising—over the decades. Sometimes I want a world more or less straight out of Charles Perrault's fairy tales, like Cinderella. It's not a
flavor that works if I'm running something set in a gritty world of plundering barbarians.
I once ran a parallel set of campaigns, with the same players, with a fantasy game—and my own setting—and GDW's 2300 AD rules in something that started out as the default setting for that game.
In the fantasy setting, the players learned that the gods were all once human, even the gods of chaos, and that the divine was something that could be approached, even achieved, by human effort and understanding.
In the 2300 setting, the players eventually learned that the universe was permeated by
things of cosmic, unfathomable scope that merely human, fleshy minds could never hope to comprehend, and that could brush aside humanity with something less—and yet so much more—than a thought.
In another setting, the gods of light came to earth as a result of a shattering of the (physical) barrier between the terrestrial and celestial worlds, pieces of which were found scattered as fragments of greenish glass, i.e. tektites. There still lived a nation in one corner of the world who were the way everyone had been before the coming of the gods—and playing a Non-Player Character race of people who
never insulted anyone, dissembled, deceived, or lied in any way, and who did
everything they set out to do with perfect efficiency was the most difficult and yet most rewarding three hours I've ever spent playing. It was also not something supportable in most—if any—published worlds.
The campaign setting I'm running at the moment, tentatively called either Beyond the Sunset or The Treasure Lands, supports the Reading and Language Arts, Science, and Social Studies standards for the state of California, grades 5 through 7. It's a world geographically similar to parts of the real earth, and the adventures in it have to do with the growth of self-governance in the overseas colonies of the Old Countries, with the incursion of aberrant life, and with the consequent exploration of their underground realm.
The adventures are written
starting from the curriculum standards documents, that specify what students should know to be proficient in a particular content area. Aberrant creatures are different from normal creatures how? Well, the life science standards for grade 7 call for and understanding of anatomy, chemical processes, and a whole lot of other things that are different in aberrations. Exploring the weird tunnel systems the creatures leave behind leads to adventures supporting identification of rock types, minerals, fault lines, erosion patterns, and other elements of the Earth Science standards for grade 6, and so on.
There's not much material published in the
Forgotten Realms that will support the education I'm trying to give my kids.

On the other hand, my own Age-of-Discovery-like setting supports these kinds of adventures very well indeed.
Different worlds support different kinds of stories, different kinds of adventures. It really depends on what you're trying to accomplish with your role-playing games. If the only adventures your players have are the ones where they kill things and take their stuff, well, then there's not much to be gotten from creating your own setting. Also, if the kinds of adventures your players want to have are supported by an existing setting, then by all means, use it rather than doing the work of creating your own.
But, if there's nothing that really supports the adventures you and your players want to share, there's nothing for it but to create your own.
—Siran Dunmorgan