THE ANSWER MAY SHOCK YOU!
In the Last Planet, all the gods are dead. Many of them died in great cosmic wars, some were turned to stone by the Antimatter Basilisk, and others simply fell too deep into obscurity and descended from their godhead. The very last to die were subsumed by the hyperintelligent black hole slowly devouring the universe.
There are a couple reasons why I wanted the setting to be this way, but the "point" is because I want my friends to feel like this world is different from the various fantasy genre (high, weird, grimdark, etc.) settings they're familiar with. They assume that a fantasy world will have fantasy gods, so it should tell them something when there aren't any.
Most of the decisions that went into making the Last Planet were things that I sort of just settled on and came up with justifications for later on. I feel like this is probably the case for 90% of every game ever.
D&D and its counterparts can generate a lot of different and interesting stories, but I don't think they are well equipped to convey certain standard narrative elements—specifically, themes. You can have a plot, and it's really easy to convey a tone, but to try and make a campaign "mean" a specific thing? Good luck. It can be hard enough to consistently articulate an overarching message in conventional narrative forms, let alone in a collaborative imagination game. Some designers in attempt to achieve this through less game-centric mechanics focused on character development (hence storygames), but the way old school D&D is played, with its emphasis on player agency and lateral problem solving, makes it uniquely bad at establishing a cohesive theme.
Without having all your players sign on to your vision, actually having a theme isn't feasible. Themes are generally conveyed in stories by the outcomes and repercussions of plot events. In games, where "plot events" are determined by dice and it is up to the players to decide how to deal with them, you'll undoubtably need to resort to the loathed practice of railroading to get your point across.
It's been said many times before that D&D campaigns are closer to picaresques than standard adventure stories. While I agree with this, I feel it can be misleading. D&D campaigns are similar to picaresques in the episodic nature of the adventure-downtime gameplay loop, but a campaign is a cohesive thread of events that develops as the players interact with the game world, with an emergent cause-and-effect chain of consequences that are rather unlike most picaresques whose episodes usually play at the same ideas or concepts but from different perspectives. A story definitely emerges in a campaign, but not necessarily a capital-N Narrative like the kind you read in books.
I know this isn't groundbreaking stuff—anyone who has DMed a couple sessions understands this intiuitively. But here's a SHOCKING REVERSAL that will lead to a THOUGHT-PROVOKING CONCLUSION:
Maybe you can't make a game emulate the trappings of a narrative, but perhaps through tuning the campaign elements—the settlements, the NPCs, the encounters, the faction drama, etc.—toward a specific idea, belief, or big question, something resembling a theme may arise.
One probably wouldn't want to tune their campaign too explicitly, because that would get really tired and same-y after a while. Instead, they should just use the "theme" as the guiding idea that orients the campaign.
One thing I want to capture in the Last Planet campaign is the same sense of absurdist nihilism present in Jack Vance's Dying Earth series. Of all the qualities those stories have to be enamored with, I was particularly taken with the ever-present sense of weird pseudo-nihilism that suffuses just about every page of every book. The sun is about to go out and everyone knows it. But that doesn't stop people from caring about things, it just meant that their cares are absurd and often frivolous. There's that guy Cugel met on the beach who spent his life like his fathers before him looking for the necklace a distant ancestor had lost—because he wants to sell it. It says something very specific about the kind of story Vance was telling that this man presses on in his stupid, selfish pursuit despite the apocalypse potentially triggering at any moment. And you're reading it, and you're wondering what Vance's youth must have been like coming up during the Great Depression, the sort of influence that must have had on him. It's a great scene, and you can lift it entirely for your own campaign.
I want a setting to convey that feeling. I want the players to come across figures that are weird and narcissistic both as a result of and in light of the fact that the universe will soon be swallowed by a massive black hole and there's nothing anyone can really do about it. I have no way of controlling how the players react to this, but I can control what it is they react to. In coming up with the various structures of the campaign world, I have attempted to use this idea as the main design principle. I would love to be able to speak with more authority on this subject, but I'm only now putting it in practice. I will nevertheless report back with further meditations as the campaign progresses.