Qralloq says:
For most of my 40 years of DMing, I've almost never used an established setting. A few times I just chucked a low level game into the Forgotten Realms, because it seemed easy and I didn't care about larger issues, but almost always it's homebrewed.
Why? Primarily because it's easier. I don't want to have to learn the detailed backstories of dozens of nations, and global factions. If I do happen to use a setting, I usually find out that, no, a floating sky kingdom ruled by a benevolent lich does not make sense in Dragonlance, then have to bend over backwards trying to shoehorn my capstone idea into a crowed multiverse.
Why would I make a setting (and I've thought I should several times after putting hundreds of hours into my own homebrew notes)? I think there are those who love reading about cool settings, and don't want to spend their creative nuggets trying to name mountains.
I thought the ultimate GM hack was to set everything in the same city over and over again? That has to be why Greyhawk was so important in early D&D.
Kidding aside, fantasy-oriented ttrpgs are probably the most popular (I don't have any evidence to back that claim up), but I've long considered how well-known fantasy games could be oriented towards other ideas, without relying on too many cliches.