Well, the Disney worlds, as I believe I've seen Smile say in the past, all do have a subtle theme when it comes to the memory theme in the game. Like Oogie unleashing his true memories and how dangerous they were, and how the Queen of Hearts couldn't trust the memories she thought to be real.
But in R/R they were pretty damn useless :v
Right. At least for Sora's part of the game, the worlds were pretty much separated into two categories: The first one being warning worlds, where Namine tries to tell Sora not to trust his memories since they'll mislead them, and the second one being worlds that reflect Namine and Sora's relationship.
Like, Monstro, for example. Pinocchio feels that it's all his fault that Geppeto's stuck there, yet Geppeto doesn't care just as long as he's together with Pinocchio. That could be seen as a reflection of Namine and Sora's situation. Namine thinks it's all her fault, Sora doesn't care so long as he has Namine.
Though I don't really see the point of them in R/R. >_>;; Except for you to level up, I guess.