The Vampire: The Masquerade rulebook is full of fluff. Good fluff, mind you, with lots of stories, mood pieces, and interesting set dressing. Vampire has the distinct advantage that it operates within a somewhat altered version of the real world and thus it can get fairly specific with lore. In contrast you have DnD which is designed to be able to fit in to any number of different settings with completely alternate geographies, histories, and cosmologies. That leads to having a rulebook full of numbers and rules because any fluff you put in is likely to conflict with whatever the GM is designing anyway. I am kind of torn about whether or not I should design skyRPG to be a very modular rules system that can be slotted into any campaign world or build a very specific world myself.
In the past when I have run a campaign I have never used a published world setting. At least in part that is because I am a finicky bastard when it comes to running DnD campaigns and I never wanted to say "Okay, ahead of you there is an endless desert" and have the players come back with "No, there is a city here....". I think the greater problem though was that the published settings were the source for books and manuals and ended up full of crap. While I did read some DnD novels when I was young and really enjoy them I find the worlds they built to be really bad. The worlds were just so ridiculously full of over the top magic that I couldn't wrap my mind around actually running a game in them. In a world full of 20th level wizards it is quite the challenge to make the characters into heroes; if the problem is important then a godlike being can just swoop in to fix it and if it isn't important the characters shouldn't bother.
At the moment I have a rules system with some lore tacked on there and there. Most of the remaining work is writing up all of the lovely fluff that needs to be there to fill the book and I figure I should try to build some kind of world that doesn't suck as the basis for the game. More like Vampire than DnD then, in that I would like it to be entirely feasible to run the game in a different setting but I want to make it easy to just walk straight into the game if that is what people want to do. I should actually give Warhammer Fantasy Roleplay big props here. That single book had all the rules, monsters, a world, and even a totally reasonable first adventure. If only the rules and mechanics weren't such utter rubbish!