Magic has recently been having Planeswalkers appear on planes where their species doesn't exist. ie.) Tamiyo & Nahiri in Innistrad, Ajani in Kaladesh and Kamigawa, but the natives of the plane seem to be pretty chill with seeing this. Has Creative explained why this is, especially for the Planeswalkers that can't cast an illusion to change their appearance? How does Kiora get away with not drawing a whole of attention to herself in Tarkir? Daretti in Theros? Sorin in Lorwyn?
Tamiyo had an illusion on Innistrad. Some planes are familiar with planeswalkers (many Zendikari know of them). Other planes are so diverse that people don’t think it’s weird to see strange people. Largely, the words are all rooted in magic, so bizarre strangers are more acceptable.