An example for why I think something is wrong.

WorlListCommand.java

    //This is the working solution. Comments show where things get weird.
    
    @Override
    public CommandResult execute(CommandSource src, CommandContext args) throws CommandException {
        // A lot of sh*t that doesn't actually matter
        List<World> l = new ArrayList<World>();
        l.addAll(Sponge.getServer().getWorlds());
        List<Text> t = new ArrayList<Text>();
        final String CHATDIV = new String(new char[40]).replace("\0", "+");
        t.add(Text.of(TextColors.WHITE, CHATDIV));
        t.add(Text.of(TextColors.WHITE, "Worlds: "));
        
        // Go through all worlds obtained by #getWorlds()
        // One would guess that those includes unloaded worlds due to ``World`` having a #isLoaded funtion.
        // In fact. Those are only loaded worlds so no check of #isLoaded needed.
        l.forEach(w -> t.add(Text.of(
                TextActions.showText(Text.of("Click to teleport")),
                TextActions.runCommand("/world tp " + w.getName()),
                (w.isLoaded()) ? TextColors.GREEN : TextColors.RED, " - ", w.getName()
        )));
        List<WorldProperties> props = new ArrayList<WorldProperties>();
        props.addAll(Sponge.getServer().getUnloadedWorlds());
        
        // Go through all WoldProperties obtained by #getUnloadedWorlds()
        // One would guess that those are only the unloaded worlds
        // This is what actually happens:
        //   1. They're only WorldProperties not ``World``s
        //   2. #getWorld(<someUnloadedWorldsUUID>) returns Optional.empty()
        //     -> Impossible to (~get~)retrieve an actual ``World`` reference for an unloaded world?
        //   3. The colletion also includes loaded worlds?!
        props.stream()
                // Skip all worlds that have a ``World`` reference thus appear to be loaded??
                .filter(w -> !Sponge.getServer().getWorld(w.getUniqueId()).isPresent())
                // Now we actually (seem to) have only the unloaded worlds.
                .forEach(w -> t.add(Text.of(
                TextActions.showText(Text.of("Click to teleport")),
                TextActions.runCommand("/world tp " + w.getWorldName()), TextColors.RED, " - ", w.getWorldName()
        )));
        
        //Other stuff
        t.add(Text.of(TextColors.WHITE, CHATDIV));
        src.sendMessage(Text.joinWith(Text.of("\n"), t));
        return CommandResult.success();
    }
    
//This is what I think should actually be used.

    @Override
    public CommandResult execute(CommandSource src, CommandContext args) throws CommandException {
        // A lot of sh*t that doesn't actually matter
        List<World> l = new ArrayList<World>();
        l.addAll(Sponge.getServer().getWorlds());
        List<Text> t = new ArrayList<Text>();
        final String CHATDIV = new String(new char[40]).replace("\0", "+");
        t.add(Text.of(TextColors.WHITE, CHATDIV));
        t.add(Text.of(TextColors.WHITE, "Worlds: "));
        
        // Go through all worlds obtained by #getWorlds()
        l.stream()
                // Skip unloaded worlds
                .filter(World::isLoaded)
                .forEach(w -> t.add(Text.of(
                TextActions.showText(Text.of("Click to teleport")),
                TextActions.runCommand("/world tp " + w.getName()),
                (w.isLoaded()) ? TextColors.GREEN : TextColors.RED, " - ", w.getName()
        )));
        List<WorldProperties> props = new ArrayList<WorldProperties>();
        props.addAll(Sponge.getServer().getUnloadedWorlds());
        
        // Go through all Worlds obtained by #getUnloadedWorlds()
        props.stream()
                // No need to filter worlds since they should be unloaded?
                .forEach(w -> t.add(Text.of(
                TextActions.showText(Text.of("Click to teleport")),
                TextActions.runCommand("/world tp " + w.getWorldName()), TextColors.RED, " - ", w.getWorldName()
        )));
        
        //Other stuff
        t.add(Text.of(TextColors.WHITE, CHATDIV));
        src.sendMessage(Text.joinWith(Text.of("\n"), t));
        return CommandResult.success();
    }