So, as PLAYERS (as DMs, sure, as that's where a lot of our fun comes from), do you really care that much about the game world?
Mostly no, for a variety of reasons.
First reason is that I have been almost exclusively a DM since the beginning of 5e, so it's kind of a miracle when I get to be a player... when that happens, I'm ok with whatever game world the DM wants to use. So read this "I don't care" as "anything is better than nothing".
On a less positive note, I also don't care much about homebrew settings because I don't usually expect homebrewers to come up with anything interesting or original. Most of the time, top-down homebrewers just end up with the millionth rehash of deities following exactly the same concept as every vanilla setting, and a world-like map with random fancy names. I've been guilty of the same in the far past, so I know that it's fun to design yet-another fantasy setting, but ultimately it doesn't matter.
Third, if I don't know the DM, I also generally prepare myself for the worst, including the possibility that it's that kind of DM that just makes everything difficult and likes seeing player characters die since first level, and then enjoy explaining why your character's death happened because you did something "stupid". I am not going to invest much attention into your fantasy setting until I have the feeling that we'll actually play in it long enough that it matters.
Fourth, sadly the most common way to play D&D is to breeze through the levels, up to whatever level the DM finds uncomfortable and decide to reset the campaign with new characters. This means there is generally not enough time to really explore the setting in depth as much as I would probably like to. My preference would be to interact with the setting from below i.e. travel to different region or perhaps even continents, explore and discover plenty of locations of interest, interact with factions and groups, establish relationships with several recurring NPCs, witness shifts in power, fight lots of creatures but not just one battle each... Instead, the speed of levelling usually means that your best chance at interacting with the setting is making history i.e. going after the BBEG and save the world from the usual apocalypse, which frankly is almost always the same in all settings.
The conclusion is that for me as a player, I invest a lot more attention into what is coming against the PCs. Exploration is my favourite pillar of the game, but I focus more on the small scale. Then, only if the game progresses, I can start looking up at what's going on in the world at large.
So, how do you make your players more interested in your homebrew, that you loved so much to design from the myth of creation down to the smallest stinky tavern downtown?

IMHO the safest way, is to feature a FEW bold brush-strokes of design, possibly some twist of the typical fantasy setting. It doesn't have to be particularly original (it won't), just enough to capture the player's attention and stick to the mind: "you live in a world overrun by pirates at sea and ruled by theocracies at land, where dinosaurs are the main mean of transportation and labor, and full moon always means vampire spiders on the loose!". Deliver all the settings details gradually, resist the temptation of making a lecture on geography/history on session 0. The best homebrew I ever made and played (in 3e era) was actually the result of having rotating DMs, each of which added their own stuff and regions to the setting, making pretty much everyone interested because we were more or less all designing something, and curious to see how others would connect their stuff with the rest, but it's not something easily repeatable.
However... published settings are an entirely different matter. At least they have an advantage over homebrews in the fact that they offer a shared experience with thousands of other gamers. If you play in Forgotten Realms, eventually you're going to meet others who also played, and you're going to tell each other about what regions you saw, what published adventures you beat, what monsters or NPCs you had to fight and how did it go... This sharing possibility is IMHO a big advantage of published stuff over homebrew, and a good encouragement to also read more about the setting and therefore feel more engaged with the fantasy world while playing.
I definitely suggest to use published setting non-canonically, change what you don't like and add whatever else you fancy. Don't ask players to buy books, just tell them they can find information on almost every famous setting on the web, should they wish to know more for playing. And let them know that things won't be exactly like they are written on the web, both because of multiple editions and because of your own variations. This means the players can never know more than the DM about the setting, as they will only have a fragmented and not necessarily reliable knowledge of the world (like, you know, real life).