I have a few things to add:
There are Realms in the Lego Universe, according to Ninjago. 16 of them, to be exact, though not all of them have been explored. So some things could happen there. Also, Ninjago and Ultra Agents are connected, most likely on the same planet, as two of the UA villains showed up in Ninjago. UA is a sequel to Galaxy Squad, as both themes contain Solomon Blaze. Galaxy Squad happens after Monster Fighters, as shown in a Lego Club magazine (I can't remember which) where Lord Vampyre summons the Buggoids with the Moonstones. Monster Fighters takes place in the Monster Realm, which could be one of the sixteen Realms. So the known Realms are:
The Monster Realm: Where all classic monsters originate (Werewolves, mummies, zombies, werebats, etc). I think Lord Vampyre and his wife are the only two vampires in the Realm, and given how badly Lord Vampyre wants to leave, the Realm might serve as a prison for him. I also like to think that the goblins, skeletons, and trolls from the Fantasy Era Castle subtheme came from the Monster Realm, but just from a different region than Lord Vampyre's domain. That would explain why they appeared only in the Fantasy Era, and nowhere after that.
The Cursed Realm: Where all the evil spirits go, I guess. Also used as a "prison" for prisoners of war in Ninjago. My theory is if you die in the Cursed Realm, you turn into a ghost bound to the Preeminent forever.
The Underworld: the Ninjago underworld, populated by the Skulkin.
Cloud Kingdom: A sky based Realm where the citizens are tasked with writing destinies. Accessible only through one known spot on Ninjago, a hurricane-like thing called Blind Man's Eye.
Chima: Showed up in Ninjago for a brief minute when Lloyd and Morro transported there via the Realm Crystal.
The Dark Realm: Only showed up for one episode, basically the description is in the name.
I have another thought, where the Dwarves from Fantasy Era are actually the Rock Monsters from Power Miners. My idea is that they originally existed on Earth, but disappeared underground mysteriously. Being underground and feeding on crystals for centuries made them evolve into the Rock Monsters.
So those are my thoughts. What do you think? I know it isn't planets, but it could help flesh out the universe.