At the end of the End Times series of books (Nagash, Glottkin, Khaine, Thanquol, Archaon), the collected Incarnates, Sigmar included, weren't able to stop Chaos. Chaos succeeded in opening a rift that started devouring anything close to it. (There's even a passage from Malekith's POV where he basically feels his memories obliterated before his physical form is also snuffed out, as if all trace of him was being erased from ever having happened.) The rift engulfs the world, Chaos has their fun, then get bored and leave. It's left with Sigmar floating in space clutching something, hinted strongly (it might have outright said it, I can't recall at the moment) that it was the heart of the old world.
Fast forward to AoS, and in the first book it talks about how Sigmar's built a fortress around a massive ball of molten rock, even referencing it as the core of "the world-that-was." He's intent on protecting it. (There's a neat illustration of it in the book.) So from that, you can pretty much assume he kept the core of the world intact and protected it... but it doesn't hint at why.
Nagash, Alarielle, Tyrion, Teclis, Malekith (now Malerion), and, of course, Sigmar appear in the new story. It mentions some of them waking up and wondering, "What happened? Where am I? Where have I been?" The Elves went after Slaanesh because he ate all their Elf kin and I guess they're intent on getting them back. So clearly they remember what happened before.
Only, there's some oddities there, like how Malekith's name changed, and the racial names changed. The existence of races matching the old races, except pretty much everyone but the humans forgot who they were and ended up making up new names. Gork and Mork being merged together (unless/until they're not... that's an odd one). The fact there's eight realms, each with one of the eight realms of magic bound to it. Prior technomancy tribes, the dwarfs (duardin) knowing how to build realmgates, etc.
Now, the obvious answer to some of those is "copyright." But let's forget that and put the tin foil hat back on. (For those who don't know, it's a nod to a column I love on a World of Warcraft site, where they don a TFH to guess at where the lore is headed or what the answer to a question might be.)
What if the Old Ones tried to help save "the world-that-was?" Only there wasn't much left. They remade the races, but in an imperfect form. While Chaos resurrected their own heroes, the Old Ones brought back heroes on the other side of the conflict. They found pieces of the world that hadn't been completely destroyed and they bound the winds of magic to them and protected them as much as possible. They taught the races technology (which, to many, would seem like magic, i.e. the realmgates). And then left them to their own devices, but led a great drake (I forget his name right now... our coffee machine here is broken, please forgive my brain) to find Sigmar and bring him to where those realms were set up. It's even possible that all of this exists in some pocket of the universe, where the Old Ones tried to protect it as much as possible, which would help explain why a Stormcast Eternal talks about driving Chaos out of the universe. If he can see stars in the night sky, wouldn't he possibly recognize there's more out there? But what if the realms were their own "universe," so that the people living there thought that was the whole universe?
Okay, tin foil hat off now. That's enough to lead people down a few rabbit holes.