To win with
Door to Nothingness, you need to pay 5 to play it, and then pay WWUUBBRRGG once a turn,
per player, to win the game. That's not as easy as it sounds.
Progenitus likewise costs WWUUBBRRGG to play in the first place, and if you have him as a Commander there are very few ways to cheat that cost. Then he has to hit the
same player three times to kill that player (because he has Protection from Everything, that means you can't enchant or equip him either).
With
Worldfire, you pay 6RRR (which is one less than Progenitus, and 6 less than Door) and there are tons of ways to get that last point of damage in before anyone else can play anything. Never mind that Worldfire means that you're essentially saying "Screw this game so far, let's just reset everything". It's pretty much the very definition of unfun.