Using separate worlds that ostensibly only Lore can travel between also kills investment, since there is no reason to believe that these locations and characters will have any purpose after leaving.
I think it can be done well as long as
1-There is a connection between all worlds that drive a conflict that must be solved.
Kingdom hearts 1 has Sora traveling between worlds and solving shit that that doesn't matter to his world but it has a clear narrative about a hero who saves people and fights bad guys who want plot devices. It's silly but it's a fun story about friendship.
Another is mystic ark, where you're transported to an island against your will where you talk to objects and find pocket worlds with that were struck by a dark force that you must cleanse. It has barely a real story and but it's a very dreamlike experience that is easy to follow up. At one point the dark god locks you in HIS world and it becomes a horror game which is a super fun twist, so you must escape and destroy that object (it's the only one you can't return).
This doesn't work in heartbound because nothing happens nor makes sense. There is no drive beyond "my dog turned into a monster one day, i must collect his pieces in 3 different unrelated places. Also, this book and my mom hate me."
2-The narrative isn't about THEM but about the mc.
Sometimes the worlds itself isn't meant to matter but what it tells about the hero. In pagemaster, the kid gets isekaied into books and when goes back he finds courage to face his bullies. There are other movies like this.
In omori the world being a dream is revealed early and is explicitly nonsensical and disconnected which is the point since it's meant to be escapism for the protagonist. In jimmy and the pulsating mass the game is a dream but unlike omori it's more about Jimmy's perception of the world, his fears, his family etc.
I think Heartbound is trying to be like this but it fails because not only it's too disconnected, no one cares and lore is a boring protagonist.
If this is a story on the inner minds of a traumatized boy with mommy issues finding comfort on his dog, why is the first stage an office? The real answer is because PirateSoftware is projecting his old frustrations as an errand boy at blizzard.
I don't think Pirate even wrote the premise of heartbound himself or else there would be actual combat like he promised. It was probably a marketeer or AI explaining him tropes to make a kickstarter rpg and pirate following with no real plan.
Piratesoftware is a nepobaby narcisist and doesn't understand why people make videogames. He has the power to create anything on he first opportunity he vents about his blizzard days and writes furry roleplay dates. Those are literally the only 2 things he has experience with.
Even yanderedev, as aimless as he is, had this "vision". The idea of a social stealth immersivesim about a yandere girl killing rivals is
brilliant. You don't need to know anything the character, the world or the story, it's simply FUN. That's why it went viral and spawned copycats.
tl;dr: It's possible to make it fun but Pirate is not trying to make it fun because he doesn't get why things are fun. He literally cheats in puzzles games and lies about it so why play them? To flex to online stranger? To convince yourself you're smart? Heartbound has no salvation.
Since i'm here, i spotted this indie game that released some days ago to no fanfare, Fractured Core. Looks uncannyly similar to adventure quest games, those old quirky MMOs.
And another i played but never mentioned here, Lunar Lux. Looks Megaman battle network inspired but it's more about minigames, fairly quirky.
EDIT: I fixed the video, i got the wrong trailer , this one is lunar lux.
I didnt even get past the first hour of this game because it asks me to find 8 switches to open a door and i legit could never find them. Why does the game start like this, it felt awful). Maybe it improves past that.
