Just where and what is that world? Who/what is Black★Rock Shooter? Why did her friend transform into that and why did they have to fight?
They didn't really try to explain that. I'd say it was all about the visuals, and the broken friendship was an acceptable explanation.
Two girls become best friends. After they get separated in college one of them grows apart and becomes jealous.
So, that's where the new world gets in.
Clannad didn't explain the other world in the first season either, but that's not a reason to rate it down, because it did deliver what it tried to (and that's coming from someone who disliked it).
Now, it definitely was a beautiful story between friends, indeed. But I'd easily understand why others wouldn't like it, since it's not really my boat either.
The art, character design, and voice acting alone would get a 10/10 from me, but I'll decide the overall rating later on (you can expect a 7/10).
I suppose you didn't like Comedy (OVA) either, did you? Because they didn't really explain anything about the world or even characters.