My big dilemma right now is that in my existing save my old main kingdom covers about 15 worlds. I really hope there is a way to group worlds into a kingdom unit. We can't have a played monarch in every single world anyway, there would not be enough simming time... and, it's a pity if taxes are meant to affect bills and not just reputation, and most worlds are not affected.
My current palace is located at The Pinnacles in Del Sol Valley, just because the biggest lot there was classy enough both visually and "above" the city. Unfortunately Del Sol Valley doesn't appear as the typical royal world, but hey-ho, it's all in our imagination.
My royal family also owns great estates in Nordhaven, Henford-on-Bagley, Tartosa (might be switched with Bellacorde), Ravenwood, San Sequoia, Ciudad Enamorada, and Newcrest. I have a dukedom in Windenburg, Henford-on-Bagley, San Sequoia, San Myshuno, and Brindleton Bay. Hmmm... now I feel pity for my Counts and Dukes residing a world where there is no kingdom... who will they relate to technically?