The Kingdom is usually happy for its own to visit other worlds as it has pinched several good ideas from these places and then used them for its own ends. But it does not like the idea of visitors coming to it and pinching ideas from them!
There are weak places between dimensions where it is easier to cross through. In the Kingdom these are guarded night and day by elite, fairy squad trained, fairies. There is no chance of anyone drifting through by accident as they are turned around and sent on their way.
Anyone transporting in via other means (say via a large phone box which is massive on the inside, when compared to the outside) is usually bombarded by magic until they get the message they're not welcome and fly off again.