Think I see what you're getting at now
It's the way the stories are told. The way of fantasy/sci-fi is that somehow the writer has to lead the reader into the new world, and Tolkien does seem to choose to just dump the reader in the midst of it - there are no magic wardrobes to go through, no weird dreams or altered states. You just open the book and Middle-earth exists without any intervention from some contemporary person we might know or even be.
Even so, it's not quite that simple - Tolkien has the Hobbits be recognisable as being like English people for a very good reason I think, to give us something even vaguely familiar to take us deeper into the world he creates. We can identify with Hobbits to a greater extent and along with them, we are learning about all this mad stuff like Elves, Balrogs, Wizards etc. Hobbits are like us for a very good reason.
Still, I like the way Tolkien does this. The story is immediate, compared to Narnia, which is not. I'm slightly suspicious of stories where other worlds exist only via portals or dreams or whatever - something about them doesn't ring true to me, as though the protagonist/narrator is experiencing this because they ahve a mental problem or are an overly-imaginative child or something. I prefer to skip all of that and just open the page in the midst of the new world - it allows me to suspend my rational mind.