The main goal of world-hopping is to work around some game mechanics that some people dislike:

* it allows you to move ores around very quickly, circumventing the "no ore through portal" rule.

* if you kill bosses in one world and use another world to build/craft/explore you never need to worry about raids. This circumvents the mechanic forcing you to deal with random events or having to defend your base

* I've seen some people claim that it makes it easier to collect a lot of resources. Say you find a great swamp in a world, then you can go directly to the "same" swamp in an identical copy and get iron without the need to hunt for more crypts.