I have always figured that Tolkein was the exception:

Now, I realize this sort of de-romanticizes my world building process: those of you who imagine I have a detailed bible of the entire history and ethnography of the OMW universe will be undoubtedly disappointed to learn that I mostly just make stuff about that universe, as needed, as I go along. But what can I say. We can’t all be Tolkien and develop three different languages and five thousand years of history for our worlds before we feel sufficiently comfortable to tell a story in the place. Nor, really, would I want to be: That’s just too much effort.

—John Scalzi: Things I Don’t Know About My Own Universe