So Why Restrict Yourself To Only One Game Setting?

I am going to have to disagree with this being universal. Now, I certainly am in favor of deeply exploring a rich setting, however there's room for different approaches as well.

The problem with your color and culinary analogies is that it's not really being suggested that someone mix everything up all at once, but rather enjoying samplings. A closer culinary analogy might be a buffet or a giant sampler platter.

This kind of story structure certainly worked for shows like Star Trek, Sliders, Stargate SG-1, and others. Each of these often explored the idea of adventures and stories based in very different worlds (cultures, environments, problems, etc). Also, my understanding is the game Rifts employed similar ideas.

As has been stated, Spelljammer and Planescape already do this. The issue is that if you do this, then you're playing a Spelljammer campaign or a Planescape campaign, rather than anything else. There's nothing wrong with such campaigns, but they have their own flavour that would make it harder to experience each world travelled to as they were intended to be experienced. The harshness of life on Athas isn't such a big deal if you can hop on your spelljamming vessel and fly away, nevermind being able to find a portal to the Elemental Plane of Water. An event that affects an entire continent or world (the Cataclysm, War of the Lance, or War of Souls in Dragonlance; the Time of Troubles or Spellplague in the Forgotten Realms) isn't as epic when you have the whole multiverse before you and you've been involved in the Blood War.

Now, this may not be for everyone, and certainly not all the time, but I don't think there's anything necessarily wrong with it. It's not even my style of game, I just don't think it's universally "wrong".

Of course it isn't wrong. But the OP was implying that there is something wrong with not playing this way. I've played in a variety of settings, and I encourage people to try out new things. But when I played Spelljammer, for example, even though we travelled to Krynn, it always felt like we were playing Spelljammer and not Dragonlance (and I have played and DMed in Dragonlance, so I know what Dragonlance campaigns are like).
 

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My answer to this question is a simple one, that others have already covered in this thread:

The reason I prefer to be "restricted" to one setting is because, when the PCs save that setting or watch it go to Hell, they do so knowing that there isn't a new world a hop away. They know that their actions have consequences. And they feel attached to the world itself, and not just the other PCs.

Also because it's hard as a GM to come up with one the fly adventure ideas when your PCs jump everywhere. If I'm having a slow GM month, I can always drum up past NPCs to throw at the PCs. Lots of fun, there.
 

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