Note that Blackmoor and Greyhawk, at least, were used by their respective creators/DMs (Dave Arneson and Gary Gygax) for quite a few years before being published. I suspect that's true of at least some of the other settings as well (Forgotten Realms was Ed Greenwood's campaign world before it was published--it looks like it was a D&D campaign world more or less from the release of AD&D 1st Edition in 1978).
Note that Blackmoor existed as a game setting before D&D was ever published. Arguably it's where the role playing aspect of it came from, as Dave Arneson was heavily influenced by, and participated in, Braunstein games.
Forgotten Realms was not the original setting of D&D. To the extent there was one, it was Gygax's Greyhawk campaign.