I always wondered this, too. Firstly, there's the competitive pair of prophecies playing the "game" over the universe, mentioning other worlds left, right and centre. Then there's the other worlds that Aphrael casually mentions in the Elenium/Tamuli (as Zombie says, the ship crewed by women for example, and Klael's soldiers for example). In fact, there's another point: Bhelliom and Klael always compete over the worlds they made; their struggle being one of many regarding worlds.