I might picture the overall setting or theme - caves, dungeon, space station, etc - but the things in the world are just a bag of attributes. Except with Dwarf Fortress. All I can see then is a bunch of dirty, drunk, half-naked, vomit-covered, short, hairy, fat, surly, dwarves. Maybe the generic Gygaxian fantasy settings are just symbols and the more unique or fleshed out settings have better imagery? So I guess I visualize the personality of the game more than the stuff of the game.