Question about fantasy literature
Dragonlance, and other D&D settings, are kind of special cases. Dragonlance was created for TSR, so they could ask anyone they wanted to write stuff in that setting. It's different when the authors retain IP rights for their settings...although that doesn't always work out well, either. Robert Asprin had a couple of series that I really enjoyed...but then he started 'collaborating' with other writers in those settings (by which, I mean he let other people write stories set in them, and it was painfully obvious that he wasn't much involved in the process beyond putting his name on the cover, because the character and place names might have been the same, but the books read like totally different stories than their precursors in the respective series...)
And I think (can't say for certain, because I've never asked) some authors started off writing series in different settings, and then decided to connect them (the example that comes to mind is sci-fi, not fantasy, but a lot of the basic trends are similar, in terms of world-building...Keith Laumer wrote novels about a character, Retief, and anthologies about self-aware combat machines which he called Bolos...and to the best of my knowledge, the two are largely self-contained and don't necessarily have much interdependence of storylines...but there are one or two Bolo stories in which Retief is a primary character. But the Bolo anthologies don't really have a cohesive through-line of the stories...they bounce around from near-future and right here on Earth to tens of thousands of years in the future and unimaginable distances away from Earth...more snapshots than any sort of clear, ongoing narrative).