It was mainstream Americans that signed up and voted for Donald Trump. Mainstream Americans all over the country. There aren't enough of these ragtag wackos to elect anybody president. The Alt-Right, nobody ever heard of, by the way, until Trump came along.
In brief, worldbuilding is different than setting in my opinion. Setting is a room. A backdrop. It's scenery. But without good worldbuilding, you can't have realistic feeling scenery. You can't have cool, unique backdrops for your story.