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.
Patrick RothfussA tree doesn't make a thunderstorm, but any fool knows where lightning's going to strike.
Patrick RothfussAll stories are true," Skarpi said. "But this one really happened, if that's what you mean.
Patrick Rothfuss