There’s no set term in French that translates the English worldbuilding. When considering the word we must have in mind that when speaking of worldbuiding, we are not dealing with one world but with as many hypothetical worlds as there are creators.
In English the first term of the compound word being considered as an adjective it is invariable, in French if referring to worldbuilding in general we will have to show it grammatically, i.e. use the plural.

In the French school curriculum for French secondary schools we see there’s a part entitled Regarder le monde, inventer des mondes. Inventer des mondes is what would best corresponds to the act of constructing an imaginary world.

Constuire des mondes is also used, e.g. in La science-fiction: Lecture et poétique d’un genre littéraire (Irène Langlet, 2006).

The use of the infinitive (inventer, constuire) refers to the act, when referring to the activity one would use the nouns:

• construction de mondes
• invention de mondes

and note that when switching from the infinitive to the noun des (use of the definite article) becomes de (no definite article).

In your sentence :

I adore the worldbuilding in this webcomic.

I would use a singular construction (ce monde for instance) because it seems you are referring to one particular (constructed) world.

An option would be to use monde(s) fictif(s) instead of just monde(s), but I expect it would be superfluous in most cases since you construct or invent, you are not dealing with the real world. That being said, if I were to propose a French version of SE Worldbuiding site I would entitle it Créer des mondes fictifs to put the stress on the artistic creativity.

The description provided for Worldbuilding reminds me the art of staging a play (theatre) : building the context and the action whether it is likely to happen in our world or not, to make it credible.

To translate Worldbuilding as described, i would use

La mise en scène

which also has a verbal form

mettre en scène (to stage)

Another idiom which fits particulary well is

planter le décor

which litteraly means to set up the background.

I think that saying that you appreciate the “univers” may be a wrong solution, because I think what you want to say is somehow that you like how the author make you feel in the world, more than the fact that you like this particular world.

“Worldbuilding” is the name of what the author does, and I think that in french in this situation it would be more natural to describe the corresponding feelings of the reader. You can say that “Mon immersion dans cet univers a été totale” if you feel in this world as if it were true,
or “J’aime la précision avec laquelle tu décris ceci ou cela” if you want to insist on how precise the description of some element is,
or you can also speak about “la cohérence du monde” if you want to insist on the consistance of the world.