Interesting but very good points. I was talking to someone else recently about mythology and how modern ideas influence how we see mythology. I was referring more to other things, but the idea of multiple universes could be pretty modern all things considered.

I think I remember reading that Jewish tradition for a while put Sheol as a realm under the earth, and not like a separate dimension like how we often picture the nine realms. With that in mind, it does make sense they’d believe the various realms are physically under the same sky, just so far away as to be completely inaccessible.