Let's imagine that what the players see is the land above the sea. The parts they don't see are underwater. The underwater part though is connected to and supports what is above the water. So, in some styles what is above water has no underlying basis other than off the cuff imagination. They try to backfill the undersea parts to fit some new idea they have. For us, the well established landscape, enables us to provide things new to the group but having a strong basis in the environment.
Like the walls in a dungeon are there to support Secret Doors, Trapped Doors, Doors-to-be-Unlocked, Doors-to-be-Listened-at, etc.
Of course.
But this isn't Protagonist Play. That is the point that
@pemerton was making. Landscapes and vistas upon which to hang new geographical content (be it to journey through or to find a ruin to delve in or to encounter a mysterious travelling peddler of magical/cursed wares) or dungeon corridors to hang trapped floors and locked doors are awesome.
But its not Protagonist Play...and that might be desirable (like when Skilled Play is an apex priority and the Protagonist Play, when not designed to integrate with Skilled Play, actually contravenes the Skilled Play priority)!
The example given about the young girl and the bad boy thief is a good example. If for some reason the PCs cross paths with those NPCs, having them already existing for me is far better than just making them up at the moment. I don't doubt "in theory" you can have the same result either way but my "practical" experience is they are not nearly the same. A deep well developed world has a consistency that is lacking in off the cuff designs. That is my practical experience. I just don't think DMs can pull it off. I doubt for me you could do it. I would find a lot of peoples games on here "trite".
Now having said that, if those groups are having fun they don't need me. They should keep on having fun. There is no absolute good in gaming. There are no absolute rules of game design. There might be some shorthand ideas that work with large numbers of people. That is the absolute best it gets. For me, having a DM with a deep world makes that world more real to me because those who don't quickly reveal themselves. So when choosing to play a game, reality trumps theory.
When you and Lanefan and others post this exact thing, its not helpful. It doesn't help anyone understand what you're trying to get across and it doesn't help delineate Sandbox Play from Protagonist Play.
All it does is create a scenario where people who have literally thousands of hours of highly successful improv play, doing exactly what you say isn't possible (creating deep, thematically coherent, provocative, continuity-consistent settings), roll their eyes or shake their heads. That is all it does. I have a hundred such players that I've GMed for in Dogs or Mouse Guard or My Life With Master or Sorcerer or Apocalypse World or 4e or Dungeon World or Blades in the Dark or Scum and Villainy or Torchbearer that have experiential evidence that what you're saying is empirically not correct. They would say "yup, with capable GMs and systems that enable it, its absolutely possible for deep, provocative setting to emerge." And I would say "yup, with capable players and systems that enable it, its absolutely possible for deep, provocative setting to emerge."
It would be a million times better to just humbly cede the ground and say "I don't like these games, I won't play them, but I'm not possessed of the experience to substantiate my inferences/hypothesis." If you played in the DW game that I'm running for
@darkbard and his wife or the Blades game I'm running for
@hawkeyefan and
@Fenris-77 you may very well come away from the experience feeling that our play is trite and lacking of depth. I don't remotely possess the hubris to deny that possibility. But I'm also not certain that would be the case (that you would come away feeling the play is trite or lacking in depth). What I am certain of, however, is that if you (Emerikol the person) left the game feeling that way, yet the other 3 participants disagreed entirely, that would be more an autobiographical fact about you than a statement of fact about the depth or triteness of the conflicts, the characters, or the setting that emerged from play.