I voted 'yes', but not for the reason stated in the poll.
Allowing PCs to cross between campaigns set in radically different settings is something the people who created the game did. My impression is this was fairly common back in the earliest days of the D&D scene. For example, M.A.R. Barker and Dave Arneson sent PCs back and forth between Blackmoor and Tekumel.
While precedent alone isn't a compelling reason to do/permit something, I really dig the vibe behind it. Don't get hung up on notions like 'setting integrity' or 'genre fidelity' (not even when you're M.A.R. Barker, creator of one of the most unique, detailed, and immersive settings in all of gaming history).
Just make a character, an alternate you, then take them into a fictional world (or two or three) and do something.
It cuts right to the spirit of these kinds of games.