I think he was exploring Sora's memories too... and/or Riku visited those worlds, but we just never saw it.
I go back and forth on the idea of picking up a Disney hero with each world visit. It would mean incorporating even MORE characters into the main story. Not only that, but consider if you picked up party members in each world in KH3, by the time you reach San Fransokyo you would have Hercules, Woody & Buzz (how do you explain them working outside their world?), Rapunzel & Flynn, Anna & Elsa, Mike & Sulley, and Jack Sparrow. So instead of having the fun experience of seeing Sora, Donald, and Goofy enjoying San Fransokyo, we now have to see a huge muddled mess of a variety of Disney characters interacting in San Fransokyo.
If you look back on KH1, it would be Tarzan, Aladdin, Ariel, Jack Skellington, Peter Pan, and The Beast joining you... and I just feel it wouldn't work. Like I am all for Disney cross-overs, I have longed for villains to fight in a world outside of their own (like Jafar in Halloween Town or something) or for different villains to interact with other heroes (like Ariel and Maleficent), but ultimately I just don't think it would work in KH.
Back to the thread, I think Hades has the potential to get a bigger role in future installments. They can easily have him transition into a Maleficent role, except he is out for revenge on Sora for ruining his plans for Hercules (don't even revisit Olympus). He has the power to travel to other worlds clearly and is the only survivor from the original villain team-up (except for maybe Ursula/Hook)?
I also kind of hoped that The Evil Queen would have done more. I could see her as an ultimate mastermind. She's not a fighter, but I would have loved to see her pulling the strings.
But if there is one character that I always thought could have done WAY more, it's Jafar. He is so iconic and his powers sort of lent itself to working in Kingdom Hearts. Especially if they let him run loose as Genie Jafar in KH2, like after he was freed from the lamp he used his genie powers to traverse to different worlds and he teamed up with Maleficent to take on Xemnas for revenge or something.