Most "Universal" systems have a "Base Setting" or more... GURPS was Yrth. Probably Still is. Yrth grew out of the pre-GURPS Man-To-Man setting, and GURPS Basic is vary tightly tied to being able to do Ytrth. The sample characters are for Yrth. Likewise, until GURPS Traveller, GURPS Space had a "Defuault setting" establihsed by reference in the GS Star Atlases and RAcial books.
Hero System had Champions.
CORPS has modern conspiracy at it's 1st ed core, and some design decisions revolved around that.
EABA had 3 playtested during rules playtest... Ythrek is the one I got. My players wouldn't bite on ythrek... so we playtested with Traveller as the setting. (For comparison, the MT difficulties are about right for working with EABA...)
RIFTS grew out of Palladium's Mechanoids, with a stopover midpoint of Robotech RPG. Rifts Earth is a setting. It also hosts a means of getting from setting to setting. Palladium tends to operate on the "Rulebooks need settings" model.
BRP has several settings: Each setting is a variant ruleset... CoC, RQ, EQ, Storbringer, Hawkmoon, Elrik!, Ringworld. Plus the BRP setting-free rules.
D6: D6 had Star Wars, but now has a generic D6 Space setting.
Generic also doesn't mean "Anything Goes"... design decisions can and will affect setting issues.