That's just it, though. Greyhawk doesn't have drow on the surface. It doesn't have dragonborn or tieflings as a part of existing cultures. Yes, that's because they didn't exist at all in the 70s, but that's still what the setting is. They exist in the player's handbook, but you'd need to do work to integrate them to Greyhawk as a playable race unless you just drop them in with no unique culture or attributes. If they haven't got any unique aspects or culture, why are they there at all? What is the player even interested in? Just the mechanics?
You can certainly use an existing setting as a blank slate to tell whatever stories your players want using whatever characters they can invent. You can just use an existing setting as a map and a kitchen sink. However, you can also use an existing setting for the provided tone, presentation, themes, and so on. For the stories and narrative that already exist. To make new stories that feel like they belong in the same setting and feature the same story elements.
Like if you want to play a dragonborn in Westeros, it would risk spoiling the tone of the existing setting because they don't exist there. There's no dragonborn homeland, no history of dragonborn culture, no wars or alliances between dragonborn and the human nations and so on, while existing cultures are recognizable. A character from Dorn is going to be very different than a character from the Iron Islands or Winterfell. What would a dragonborn be in order to be distinct? Why would they associate with the rest of the characters? Further, by making one of the PCs, of all characters, be a unique exception, it drastically changes the whole campaign.
Weren't you the one asking for an explanation?