I like learning about other cultures and ancient history as a matter of personal enjoyment; that often finds its way into worlds and settings that I create. I don't ever set out to do research because I want to make a world, rather I read about something (or experience it firsthand) and think, "this would make for some really cool stories, better make a world/setting based on it (or at least an aspect I found particularly riveting).

For example, I've always been fascinated with Mesoamercian civilzation, and I'd be inclined to make a setting based on what I've already learned about it. I'm also a fan of things like geology, astronomy, cosmology, and obsessive about crunching numbers, so I build whole solar systems (at times). On the other hand, I don't know much about the history of the ancient Indian subcontinent, and I wouldn't set out to research it for the sake of world-building. But I'd totally learn about it just because, and eventually it might spark ideas for world building.