Stories set in comprehensive secondary worlds, like The Lord of the Rings or Arcane, face the daunting double task of A) selling their settings at a dramatic level as all stories must, and B) persuading their readers that their fake settings are real enough at an existential level to invest belief in.
Dramatizing your fiction’s fantastically make-believe world at the level of story and selling it at the level of reality are clearly entangled activities, perhaps even one and the same. However, I think it is important to parse these strands to better understand the additional labors and challenges that worldbuilders like Tolkien face.