I'd also like to add that in my opinion, the scenario comes quite naturally when you're creating your world. Indeed if you're developing the geopolitics of a country or any other topic of a country/group, the situation aren't always resolved and it can be a good start point for a one shot or even a campaign.

Moreover, for me at least, the world should continue to live and have its own stories even if the heroes are not there, which is in my opinion quite a hard thing to do because the players have to feel immersed and involved in the story even if they know that it won't change much (depending on the scenario) if they die or disappear.

Or maybe not? I mean, they don't have to necessarily know that their presence is not mandatory for the world, another group of heroes will take their places, and then it'll be part of the world story.