Why is there no world Dormammu wants more than Earth?

It is possible that this line was more meant in the context of Dormammu seeing earth as a threat to its own power, and thus with Earth eliminated, Dormammu could further flex his power unopposed.

The existence of the Kamar-Taj (an organization specifically created to fight Dormammu and his influence), Infinity stones (there are two on earth at the moment, including the Time Gem

) are all likely reasons why Dormammu would see Earth as a major threat, and thus his main target.

It's never said why, but it is implied

We find through the movie that

1. The Ancient one draws power from the Dark Dimension to prolong her life
2. The Ancient one is immortal, because 1
3. There's a recurrent theme about the consequences of your choices coming back to meet you. It affects Dr. Strange in his injury, it affects Kaecilius in how his choices result in his punishment at the hands of Dormammu eventually, it affects the Ancient One in that her choice to draw power is what drives Kaecilius to his choices, etc. Eventually the reason Baron Mordo abandons Dr. Strange is that he feels the consequences of unleashing the Time Gem will result in something catastrophic later.

The running implication as a result is the possibility that Dormammu hungers for Earth because there is an "immortal" being drawing power from his dimension on Earth. In a way, the Ancient One makes a choice based around being more powerful to defend Earth, and the consequence of her choice is to put the Earth in more danger - and also prolonging her life in a circular way leads to the events that result in her death.

Which is a pretty fitting theme all around for a movie involving time, time loops etc.

Earth is connected to dozens of powerful magical sources like Asguard. So if he takes over Earth he has access to unlimited magic and an army of mind controlled superheroes.