I spend a lot of time in my own mental world too, although I haven't gone as far as to create an actual completely new world with new cultures and such.

I seem to do this more when I feel unhappy or bored with the real world. What helped is to try find things I like doing, in the real world. It hasn't been easy to find something actually interesting for more than a few hours a week, but then I try to switch to a different interest. Maybe something like that could help you, making the real world more interesting again? Or maybe, you could try doing whatever you do in your head, in the real world.
I don't really know what else to suggest..I get how comfortable it can be in your own world. Sometimes I'd like to disappear into it forever.
Maybe giving yourself a limit, specific times where you can go there would help. Making yourself have "real world time" inbetween the "fantasy world time". But that isn't always easy either maybe, at least for me, frequently I just disappear into it without really noticing..