I think you are looking about the World problem the wrong way. If you want to have a the player move between major sections, treat each major section like a level (i.e a Map). UWorld is more of an interface to hold the level, and spawn in actors. Note World settings are applied per map, and each map can have its own gamemode override that specifies the world.
In short, I think you should be thinking of maps as worlds, not UWorlds as planets.