Setting Details are things like history, the environment, magic, technology, etc. Worldbuilding is what you get when the storyteller puts some thought into what those details mean. They establish the setting details, and then do things that make the viewer go “Aha!”, or “Oh yeah, that is a thing they would do / that would happen!”
Pegasi control the weather and move clouds, so I think the fact that their city is made of clouds is a piece of genuinely good worldbuilding. A weather factory is kind of silly, but for a cute cartoon that’s not trying to take itself seriously, it’s actually kind of cool. It could have not explained it, but the fact that it’s made in a factory characterizes the pegasi as “industrious”.
“Tornado Duty” in Hurricane Fluttershy is also good worldbuilding. Another good example is how the unicorns used to move the stars, and this is reflected in the cosmic motif of Canterlot’s architecture. Or the way Starlight describes how to cast a transfiguration spell in All Bottled Up.
I love the Kirin. Kirin lore only has enough materiel for one episode, but they do a great job with it. It’s like a chibi version of a Star Trek episode.
When the lore is good, it’s good. But it’s not consistent enough to be a selling point. Really, the picture I posted is a criticism of people who use cherry-picking to make the lore seem better than it actually is.