You don't need anything else. Change a few names and you are good to go.
Honestly, it kinda depends on where you're porting the adventures to.
Dark Sun is an extreme example, because it's so different to most other worlds. But SKT makes all sorts of assumptions about giants that simply don't work in Athas. Tyranny of Dragons make all sorts of assumptions about dragons that don't work on Athas. A significant portion of Saltmarsh is coastal, which you could probably get away with by using silt skimmers intead of ships and replacing some of the critters, but a not-insignificant part of it is actually under the sea(!) Out of the Abyss would need basically all the FR-standard underdark races replaced, even if you accept that Athas has a) an underdark, and b) demon lords, which is marginally canonical at best. Even the relatively comprehensive notes in Princes of the Apocalypse really gloss over a lot of the complexity of a conversion like this - walrus-riders in Athas, really? You damn near need to replace everything. And from the looks of things, even the thought of converting Rime of the Frostmaiden to Athas would be laughable.
Ravenloft has similar issues - with the emphasis on more Gothic monsters, stuff like dragons, giants, demons etc are thin on the ground in the setting (and PCs advancing to 15th level then beating down a conga line of demonlords, for example, is about as thematically un-Ravenloft as i can imagine). And for SKT - where has this huge kingdom of giants been all this time?
The more conventional settings - sure. Greyhawk, Krynn, Eberron, even Nentir Vale - it's only once you step outside the bounds of 'conventional D&D fantasy' setting that things get really tricky. Even in Al-Qadim it'd mostly be a matter of art style and name changes. But there's certainly limits to the universal convertibility of adventures. Eventually the effort involved in making the conversion outweighs the benefits of buying a pre-written adventure in the first place.