The topic of crossing worlds is really hard to connect with; Jimmy has family and friends here, and a job he likes. In other worlds, he would have nothing. Although it would be interesting to see other worlds, after all, it's crossing worlds; besides going back and forth, there's no way to contact family.
He is different from Roland. Roland is from the Dark Tower World; for him, returning to the Dark Tower World is going home. He's very familiar with the situation there and has lived on Earth for many years. You could say he's the person most familiar with both sides.
Of course, going to the Dark Tower World means you can come back, but the times Roland contacted Jimmy spanned long periods. Clearly, the door for traversing worlds isn't always available, and he left from New York but appeared in Maine; this portal is completely unstable.
