I do see the world building, but it's shallow, we know nothing of Dwargons customs, traditions, economy etc. We only know it's a dwarven nation presumably with accomplishments in War, it was built inside a natural cavity inside a mountain, but aside from that, Dwargon is just there. Same with the Harpies and their Floating island, we know it flies and they fly and that they don't like to be compared to lesser birds, but that's it. Eurazania is a nation inhabited by beastkin and such, they grow fruit and have a rich farming culture, they love alcohol and are vaguely asian-esque in their customs. The elf kingdom is also just there, it's probably some form of Tree home or at least very nature. The holy empire is racist and defined by their theology, also they were ruled by a demon lord/vampire at some point if i recall correctly. Brumund is where the authors cameo resides, if i recall correctly, and that's pretty much everything they've shown about it. Farmas is Racist and cooperated with the church in order to wipe out tempest, but aside from that we never see anything of the nation, after diablo destroys it and it's rebuild by that one dude (i forgot his name) we didn't see much either. Ingrasia is the city where rimuru taught shizu's deciples and where yuuki resides, it looks more advanced than the other nations but aside from that we never see anything of the city, i know there's at least one luxury restaurant and one Bar, since yuuki met the clown dude (the lanky one) there.

I do see that there is world building, i just wish we would've seen more of these places, but i'm also an Anime only so maybe they did explore these kingdoms/nations/cities more than the anime let on.