@Umbire the Phantom asked for some context for some examples, and I will give some. Most of the reasons it happens in the setting are spoilers, so I kept the information to a minimum. I shall try to provide context for them, but they most likely will contain spoilers:
- Solo Login has Sky Castles appeared one day along with Sky Players with wings that allow them to fly to these Castles. The Underground Dungeons were discovered after the protagonist saves a Sky Player and becomes the first Underground Player. This then leads to monsters coming from the Underground Dungeons. I haven't read far into the story to know their origins, but I am sure it will become a plot point.
- Solo Leveling's Gates happened due to this war that happened in another world due to beings known as the Monarchs and the Rulers. The Monarchs were losing the war and escaped to other worlds. The Monarchs planned to rebuild their armies by killing humans, but the Ruler intervened to prevent that to ensure humanity's survival.
- Seoul Station's Necromancer seems to have it as a supernatural phenomenon but has been elaborated on except for having a connection to the other worlds. The story focuses on what the people do to help keep the status quo, and I haven't read that far ahead in the series, but it most likely is a future plot point.
I hope that this helped and if there is any questions then you can leave a reply.