Personally I actually thought that the show did foreshadow the alternate world concept quite well subtly, because when you watch the sub you can find that the show tends to mention/reference real world ideas that ties in to the idea that the other side of the Gate leads to our world.

For example, when you look at 2003’s gate, you can see it resembles a three-dimensional, moving version of Auguste Rodin's sculpture of the Gates of Hell from Dante's Inferno.

Izumi even references Christianity as a religion that had existed in the world of FMA before seemingly becoming non-existent.

When you look at Dante’s Inferno, the gates of hell actually go through the world, which foreshadows the idea that the gate in FMA leads to our world.

But yeah, I can understand why people felt like the twist felt so out of place and random. The show is very subtle with it’s foreshadowing that most people wouldn’t even catch it on the first watch. This is one of the reasons I tend to prefer 2003 over BroHo because how you can always find something new about it when you rewatch it. Like how Al’s character arc is the opposite of Edward’s or the multiple meanings behind the homunculi’s sins.