You know, on one hand, I would have thought romance was the natural home of RPGs too. But on the other, the ongoing discussion of London NW makes it sound closer to a novel, or to the dramatic equivalent of a novel, with a totally realistic setting and a focus on ongoing character interaction.
I don’t think the anatomy alone is about “showing off the world”; I think that’s also true of the romance. Frye said, “Of all fictions, the marvelous journey is the one formula that is never exhausted,” and marvelous journeys necessarily are about showing off the world and “seeing the elephant,” right? On the other hand, I don’t think this means either form has to rely on descriptions and scenery. I think maybe it’s more like what some critic (maybe Le Guin?) said about the Quest of the Ring: That in a realistic novel Bilbo, Frodo, Sam, Gollum, and Sméagol would all be internal aspects of one character, but because Tolkien was writing a romance they are four separate characters. (And in the same way, in a confession, the debate between two great ideas takes place inside the confessor’s head, but in an anatomy, each idea has its own spokesperson, as in John Savage’s culminating dialogue with Mustapha Mond.)
I haven’t read a lot of picaresque, but I think it may not be strongly tied with anatomy. On one hand, it seems to be a kind of plot structure, a nonculminating one that strings incidents together on a recurring theme, in the style, say, of early seasons of Kung Fu. (Boy, I’ll bet I just dated myself!) On the other, I don’t see a lot of clash between ideas and points of view in picaresque; it seems to be more about action than about dialogue, more about plot than about theme. Picaresque might actually be a variant on romance with a more sardonic attitude.