The move to a post-industrial setting for Into the Odd was, in part, to provide a more familiar home for characters. This would make the weird stuff seen on expeditions seem all the more freaky.
Compared to a medieval or renaissance setting, the modern era isn't all that different to our own. Lots of people lived in big cities, went to school, got jobs, tried not to get shot by muggers, and went home to a can of beans on toast.
Different, of course, but nothing compared to the life of a medieval serf.
But since then I've spent some time falling into the trap of thinking that familiar equates to mundane. Sure, there's a baker on this street. She apprenticed under her mother, and now she's known for making really great pasties and she wants to open a franchise over in zzzzzzz...
This isn't even a stawman exaggeration. This is what a modern urban setting did to me, until I re-focused on the name of the game.
Of course you're going Into the Odd from a point of relative normality, but that normality needs its Oddness too. Just playing the game is going Into the Odd.
The key point of difference between Fantasy and Oddness is that the odd elements feel odd within the setting, rather than just odd to us, as outside observers.
Take something like Greyhawk. It's odd to a brand new player that there's an elf wizard running the town watch. But the character might not find it atypical at all. This leads to moments where, for every weird thing you come across, you're asking the GM "Does my character already know about this?"
When something in Into the Odd feels out of place, it's odd for everyone.
The Underground is a bottomless network of tunnels under the city, and it freaks people out. Sure, they use it as we might use a subway network, but people don't really know the horrors that are deep down there. People know there are some nasty animals about, but the common man doesn't expect monster attacks on the city.
People suspect that the Polar Ocean is a the end of the world, and hear that the Golden Lands draw greedy explorers to their death, but they don't know the terrifying details. Anyone not part of an Astral Cult is going to find them creepy as hell, and I bet half of the citizens of Bastion are still baffled by the city's industrial sprawl.
So that baker might have the same mundane face as I detailed, but let's also say that they always wear gloves, even when kneading dough. And their pies aren't just good... they're addictive. And if you try to get into her cellar, she'll get quite aggressive.
"That's odd", thinks the character, and the player.