Well, I think for the most part, people mean 'worlds' as in 'dimensions.' Like why a bunch of people can be from 'Earth,' but the Earth they know is very different from the Earth others know. Worlds for aliens usually mean other planets. Like Mars or something like that.
Though it may still not quite fit anyway, depending. Technically I'm alien because I got a body made by an alien entity after a whole...thing where I lost my body. [Or died and de-existed, but details.]