In fact, reaching a city full of caucasian humans with weapons and tools made only of steel and bronze, no magic, without women in the army, a church praying to a one and only god, a ghetto full of jew or dark-skinned humans; the only animals on sight are in sight dogs, horses and cats,... That would break my immersion because that does not sound like any city of any setting of D&D that I know of.
I strongly agree BUT D&D is high fantasy setting. And you have matriarchal societies like Drow, have lawful evil societies like Thay have chaotic neutral societies like on Icewind Dale and so on. Having a heterogeneous population in a empire which trades a lot of salves all around the world like Thay makes perfectly sense. But the humans red wizards of Thay will be on top of that society. If i an for eg in a Drow city, i wanna see over 98% of free people being Drow and if you are not one, people asking "where is your master" or something similar.
And note that if you look to lower fantasy settings like for eg, Conan(low magic) and Gothic 1/2/3(mid magic), things tends to be more close to real world, but still different IE - magic is more than just a unproved myth that some people believe. You don't start Gothic with magic, magic is strongly linked with religious orders and you can only learn magic by finding someone able and willing to teach you. On G2, most novices spend years and never become a Fire magician. Water mages seems magic more like part of nature but they don't teach their secrets to anyone and most Dark Magicians are mind controlled by evil entities. You don't see woman priestesses of religion or woman paladins on G1/G2/G3. In fact, woman is send to the penal colony on G1 as a just a product to be traded with the ore barons taht took the control over the colony.
On Conan, magic is non mundane. Thot Amon for eg, looks very like a Warlock IMO which learns his magic with dangerous pacts with a otherworldly being. Berserk Manga for eg, was very "historical inspired" during the golden arc, where the manga is less magical and after the eclipse, become a mid to high magical setting, with elementals, dragons, fantasy races, including elves and so on and thus, nobility, religion and other things are explored in a completely different way, a Berserk guy with a personification of his rage, cyborg hand with a cannon implanted, magic sword, automatic crossbow, bombs and a magical armor which can heals and remove all human limitations . On The Call of Cthulhu, magic is not just a otherworldly thing. Is a complete ALIEN thing which no human mind can comprehend. If you use too much magic, you will probably become a crazy cultist or end up in a "bughouse".
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So in general, more high fantasy, the setting is, more dissociated from the real world, the setting will gonna be. Some people here seems to enjoy more low fantasy and i honestly don't know why play a D&D game if they only enjoy low fantasy settings.
D&D is a game where you can have a magical space ship with a drow, a tiefling, a half dragon and a succubus delivering goods from one planet to another while fight mindflayers to protect the cargo(spelljammer). Where you have Archwizards ruling over floating cities(Netheril) and so on.
