The HR books and the 2E settings come from an older model of D&D, where the game was considered in part a toolkit for running various types of fantasy games. At least one prolific poster on this thread has criticized this as a bad model for D&D, but I think it can be safely said at least that the current dominant model from WotC is that D&D is its own thing, and that settings should be tweaked to reflect D&D, rather than vice versa. Hence the disconnect between "using D&D to play in a DM's world" and "playing D&D because we want to play D&D specifically, with all that that entails."