Yet we know a lot about Holmes, even though he is not real. So that fictional person can be though to have certain sort of objective reality, even though it is not super detailed.
The point I'm making when I say that a gameworld
has to exist is that gameworlds facilitate what games in the agregate are about: interaction.
You can minimize the gameworld, often to the point where it isn't recognizable as itself (especially when we consider physical games like sports or board games), but that doesn't change that it still must exist, or there is no interaction, and what we're talking about is no longer a game.
In RPGs, as I've noted, they all share a core narrative improv game. In improv games, the gameworld is referred to as a Scene, and it, like in all other games, will and must always exist, because its an immutable part of how you interact with the game's mechanics.
Improv gameworlds can often be as simple as an implied backdrop, but can also readily elaborate into things we could even call similar to a video game's gameworld.
In more typical RPGs, that is what we see, with many game rules facilitating a more elaborate and concrete gameworld for other players to interact with.
This, I'll add, is part and parcel to why I say the Rules of a game are just as much an improv player as the GM and the colloquial Players are. They contribute to the improv game via the same basic mechanics, and in turn add to the overall narrative of the game experience as it continues.
This is why RPGs are
not just conversations.