So there's three main kinds of fantasy literature:
Immersive (set entirely in a fantasy world, as in Tolkien), Intrusive (mundane world with fantasy elements, as in Harry Potter), and Portal (mundane person visits fantasy world, as in Narnia).

D&D is thoroughly Immersive, and consequently so are nearly all other fantasy RPGs. But it strikes me that Portal and Intrusive are much better-suited for RPGs, where the players aren't initially familiar with anything.