I tried playing all three ways. Almost an entire playthrough of vanilla Valheim (up to and partially including the Plains) without a storage world. Then I started occasionally using a storage world. And did that to a greater or lesser degree for a whole playthrough of vanilla Valheim up to and including a couple of weeks of Mistlands. Then, the mist made me install my first mod (to increase wisp light de-fog range). A couple of weeks later, I had unrestricted portals. Gotta say it was an improvement and really a lot less of a "cheat" than the world swapping...less immersion-breaking as well.