Haha, I obviously enjoy Star Road more than you, but that's fine. Sure, it's plot-light (okay pretty much plot-nonexistent) but that applies to most things in early Mario games. I feel like it was a pretty cool expansion of the Warp Zone / Warp World concept from the games that came before. Instead of a simple set of pipes, you get a whole little world with its own levels to bop around and open up new shortcuts, with multiple directions of entry being possible. And as for integrating, "a bunch of levels in the sky with extra-weird settings and mechanics" doesn't seem far off-brand for Mario at all to me. They may almost seem a little ROM-hacky now, but as one of the first things I played on a SNES, I remember thinking some of these levels were pretty out-there and cool!
Edit: Actually, I just realized I'm partly thinking of the Special World levels, that are a whole other world that's just gated by the Star Road. Still, I stand by the Road itself as a cool expansion of what a hub-type warp area in Mario could be.