Neither B1 nor B2 are set in an established setting. B2 is "claimed" by both the Known World and Greyhawk, and B1 was also claimed by the Known World, but within the modules themselves there are no specific references to Greyhawk or Mystara.
The adventures in the Tale of the Comet boxed set were not staged in a established setting.
I thought about that. I'm on the fence about it. Technically, you are correct. On the other hand, Ravenloft not only was integrated into a setting, it became the name of that setting. I'll put it on the "follow up" list.Technically, I6: Castle Ravenloft and its sequel were not set on a specific world. While a campaign setting was created to amalgamate them, the originals are separate.