I was speaking with my friend, Alexa Bloom, lately about our writing. She does contemporary romance and I had to admit that I don't know that I would know what to do for my plots if I couldn't simply throw in a werewolf every now and then. (I don't, but I like to know that I could if I wanted to.)
The truth is that alternate worlds have always felt more real and interesting to me than the real one. Star Wars, Tolkien, the Marvel and DC universes and dozens and dozens of paranormal romance worlds, like Sherrilyn Kenyon's Dark-Hunters and Jessica Andersen's Nightkeepers. If I could travel to them, I would be a paranormal tourist in a heartbeat.
Pause to see if anyone alerts the authorities to lock me up in an asylum for being delusional...
Creating a new world isn't easy. Tolkien's world-creation material outnumbered his actual draft for The Hobbit and Lord of the Rings by an exponential number. He had maps, language keys and dictionaries for Elvish, Dwarvish and Orcish, histories of the various countries and peoples and plenty of other stuff.
The rules for this world are more or less understood (which also means you can get them wrong). People can't survive explosions with only singed t-shirts, conservation of mass means no shapeshifting, and hacking is not magic. Once you decide to start playing in the fabric of reality, then you have to be careful not to violate your own rules. If you've decided a certain character is eight feet tall and can leap a distance of five kilometres, then that's a limitation. He's going to bump into doorways, not fit into cars and probably create impact craters whenever he jumps.
Is it easier to be able to rely on the world as it is? On the one hand, you need a lot more research to get the details right. On the other hand, you'll be doing that research anyway, just looking for different details. I think in the end, it's what works easier for your own mind. Mine does best in a world populated by demons, witches, shapeshifters, gods, superheroes, ghosts and fae.
Hmmm, someone at the door asking if I'd like to talk to the nice doctors...