Worldbuilders are sub-creators of secondary worlds and thus authors of existence. But it is not enough for us to say, "And lo, I set pen to paper and said 'let there be a country based on Ancient Egypt here.' And it was so and I saw that it was good." No, because while we might be the origin of our creation we should not be seen within our creation. As writers, we must remain outside. To support what Tolkien called "secondary belief" (which is different from suspension of disbelief) our world cannot come from nothing. Therefore there must be a natural, internal source of existence for our creation. We must write its origin story.
This is something that I have always struggled with in my worldbuilding. You see, it forces me to answer the question: Where does existence come from? Stop and think about that question for a minute. It's a very deeply philosophical issue and one that most people don't think about nowadays. Most people rely on science for their knowledge. Science might be able to tell us about the origin of physical matter, something that can be observed, but science cannot answer the question of where existence its self comes from. This is what worldbuilders must work out for their own worlds.
Unless you're writing a story that actually takes place at the beginning of time, does this really matter? Yes. The origin of the world has more impact on a fantasy story than you might realize. It determines the rules of the universe and thus the rules that affect your characters' day to day actions. Particularly in a world that has many gods and goddesses and supernatural beings this is important. You need to know where something comes from to know where it is going.
For myself, this is an aspect of my worldbuilding I am still pondering and working out. Currently I am struggling to come up with some relatively unique take on the familiar "creator god" motif which is found in many incarnations throughout world mythology.