Fantasies set in completely different worlds work just fine, because readers are prepared to accept that world as normal in the context of the story, and they quickly set about learning how this new world works. Functionally, it's the same as writing a non-fantasy story set firmly in our own world. Take Game Of Thrones, for example--reads like historical fiction, except that the fictional world includes dragons and White walkers. It's the portal sort of story I was talking about.
But I agree with you that the opening scene or scenes in the "real" fictional world need to have some raison d'etre beyond establishing setting. Alice is bored, Coraline ignored, the Narnia kids displaced by war: they're not just placeholder scenes. Characterization, for example: all of them show readers something about the protagonist that will matter as the story continues.
I suspect the need for normal world building prior to the introduction of a portal may differ, based on reader expectations of the genre too. Few people today pick up a fantasy novel without knowing it's a fantasy novel, because these books are shelved in that section and published by imprints who specialize in SFF. Also, the blurb ad cover design usually hint at the book's nature. I don't think fantasy readers "need" to see a set amount of normality in order to accept its departure, but I do think it is useful for framing the premise and for establishing character motives and stakes (since protagonists in portal fantasies are usually people who originate in our world and travel to the magical one).
Some of the longer intros I can recall for portal fantasies are in the Thomas Covenant books. In those, the author needed to establish the reason for his cynicism and disbelief (and horrific act) once he entered the fantasy world. The reader needed to understand what it was like to have leprosy in the US in the late 20th century, though I had trouble believing that the doctors would handle a patient with Hansen's disease (or any other) like that (and violate his right to confidentiality when there was no public health risk after antibiotic treatment). I still think it went on a bit too long and got kind of dull prior to his ending up in The Land. Also, in Outlander, the author spent a lot of time establishing the relationship between the protagonist and her husband, presumably so the reader would understand (and sympathize with) her later attempts to find her way back to her own time, even when she was falling in love and when it endangered the guys she was with in the past.
Some types of portal stories may need some normality first, but others can do with less. It helps, imo, to provide a broad hint early on that this isn't going to be a mundane story set in the mundane world, though. The old guy who shows up at the beginning of
Neverwhere, while Richard is sitting outside the bar feeling ill, is an example of this. The old man Covenant ran into in the opening scene would be another example of such foreshadowing. In Outlander, the protagonist saw the mysterious Highlander standing outside in the rain early on.
Imagine reading a book, though, that goes on for chapter after chapter, unfolding like a normal work of contemporary or historical fiction, or a mystery, or romance or thriller or whatever, with no hint at all that it is really a work of fantasy. Suddenly, bam, many chapters in, the reader is plunged into a fantasy situation. Readers who expect fantasy would probably grow bored and give up before then, while readers who don't expect fantasy and are getting into the more "normal" plot will go "What?" and possibly put the book down in disgust at what feels like a violation of their expectations.
