There are a lot of authors and RPG creators who create coherent fantasy worlds. I feel it is mostly just a matter of preference and I can enjoy both. Worlds without internal consistency like Discworld and worlds with internal consistency like Amber or any of the many worlds created by Sanderson. Excepting realism does in no way destroy the fantasy, in a world which was created with a focus on consistency it only makes it easier to play RPGs since you can use the already existing rules to easily make up new things.
But of course if you expect consistency where there is none to being with you will likely be disappointed.
It's fun to see Amber described as internally consistent, but it seemed to me obviously built as an onion of lies and most of that onion was built a layer at a time seemingly by the seat of the pants for what would be most jarring/weird/fun at the given part of the book where Zelazny thought he needed a big twist and/or gut punch to the current protagonist (and by proxy, the reader).
Perhaps that's partly why the attempt by a different author to build prequels failed so spectacularly, too, because it assumed too much the world was internally consistent and so was boring and didn't reveal anything truly new because it wasn't really trying, it was just playing out the obvious consequences for if you believed in some of the consistency of the previous books. I suppose that it didn't really understand the onion it was trying to emulate and that there should have been a lot more lies and a lot less consistency.
(ETA: It's also why sadly it felt like the last five books were all gearing up [often literally, new equipment every stage like levels in a videogame] for a war that will now never happen, because we don't know with who and for what reason or why because the lying protagonist wouldn't tell us, probably because Zelazny hadn't yet figured it out either and was waiting for the right moment to strike in the books that would have followed in some other timeline freer from cancer. I do still wonder where those books would have been leading. I don't know the author that could answer that definitively for us other than Zelazny.)
Discworld runs on Rule Of Funny just as much as Roger Rabbit does, but the author was very good about continuity so there were rarely noticeable direct conflicts.
Agreed, that's what I mean! For a series that runs on "Rule of Funny" (or as Granny Weatherwax would put it, the "story") it's all surprisingly consistent. I'm not saying there aren't inconsistencies, but far fewer than one would expect from comedy literature.
You just made me realize that what made the latest Dungeons and Dragons movie so fun is that it cribbed a lot from Discworld. It has an irreverent sense of humor but never sacrifices the consistency of its world for a cheap joke.
I find the strongest differences are between early and later Pratchett, but there are big streaks of consistency across novels, especially within a "sub-series", e.g. all the Watch novels, all the Witches novels, all the "industry" novels, etc. Even they are often consistent across subseries.
That's why I think Discworld is surprisingly consistent, all things considered.
But of course if you expect consistency where there is none to being with you will likely be disappointed.