There's the story of the college professor who gives his final out; the final has five pages of dense instructions. Within those instructions, every year, there is a single sentence- "If you read this, turn in your exam immediately without marking it for an 'A'." And every year, no one turns it in.
Before joining a game, for official settings, there is a large chance they have heard of it before and know the themes of the setting. A published, but non-official setting has less audience so they won't be immediately familiar (I know nothing of Mystara, for example, and I don't know if it would click with me). If it's a homebrew... you have to trust the GM. If you want "high fantasy" and the GM is putting you in a gritty world, you'll be disappointed. Leaving at session 0 would be bad form..
Just as a small aside, leaving at session zero is fine! This is much preferred to the standard approach of 'well, this doesn't sound like the game I wanted, but I guess I'll give it a go anyway' and then leaving at session three.