Every element of the game makes perfect sense: the characters, the sceneries, the story itself. Herding llamas is what peoples of South America have been doing for many years, so the outfits, the names of the characters, the forests, and the mountains you see fit in organically considering what the game is about.
Alto's Odyssey, however, does not make much sense as it is not really clear why the character finds himself in a desert all of a sudden and why angry lemurs start chasing Alto. The motivation is nowhere to be found, the backstory remains an open question and the setting (though it is just as beautiful as the one in Alto's Adventure) seems to be a random choice.