Currently the World for the Course is set based on the starting point. Each checkpoint use this as a point of reference as it is assumed they will be in the same world.
Adding multi-world support will mean each created checkpoint should include the World name as part of its data and loaded appropriately. This shouldn't be too huge of a change and will be cached anyway.

As part of the upgrade process, each checkpoint's world should be set to the Course world.

This has been implemented in the pending 7.0.0 release.