We are citizens of the world. We live in this world. The doctrine of the image of God says that we reflect something of God Himself in our creaturely existence in this world.
When I was a young, newly converted Christian, I had a massive LP collection of classical music that I inherited from my grandfather. However, somebody convinced me that it was worldly, so I got rid of it. It’s easy to understand worldliness simply as music, cinema, smoking, dancing, etc. In the end, however, that mindset is a trajectory towards asceticism and the monastery.
The Reformed faith, in particular, teaches us to love the good things in this world and to see them as reflections of the beauty and goodness of God Himself.