I feel like if your comic lends itself to lore, it can be helpful to think about, certainly! Just knowing how little things work is useful, but the more in depth you go with current and past political situations, cultures of varying areas, religions, etc the more elements you potentially have to play around with.
As others have said, it's totally possible to go overboard with that though. If some aspects just aren't useful for your story, it's possibly not worth working out in-depth. Or perhaps you can piece together the histories of places as they come up. As long as you're not breaking any of your set in stone rules, nothing says you can elaborate as you go!
Lastly I'll reiterate the word of caution about "info/lore dumping". Do try to avoid this in the main story as much as possible. I know a lot of creators feel "Oh crap, if I don't let the reader in on some of these key elements, they'll totally be lost (or lose interest or wev)!" But really, as long as the characters and/or plot is interesting, you can go a long ways on just their experience alone. Lore dumps are frankly a pretty boring way to get this information.
Most of the time when I look at one I think "It feels as though this info could have been brought up later alongside the time the info is actually relevant. Don't tell me that there are 3 races at war with one another arbitrarily, show me them fighting. Don't explain that this city is overrun with pickpocket orphans, let's see something get stolen, etc. @erinsteine pointed out some cool ways to do this: if you follow an outsider, they'll learn about the world as they go by necessity. If you follow someone who belongs, the story's action/conflict will probably be what presents vital info to both the character and readers. Something to think about.
Perhaps the hardest type to swallow is a lore dump right at the beginning though. Comics and other visual media can sometimes get away with this if they provide a visual hook for the reader. The key in these cases is to keep it as brief as possible and make sure it's effective. Sometimes people slip in world building as part of a bedtime story for a child or something at the beginning, for example. In these cases you gotta think about it from like a kid's point of view: the story's probably not going to be told 1-to-1 with how it actually went down, but a shorter, idealized version, like a fairy tale.
I look to the Legend of Zelda games for a place where this is done pretty well: sometimes (such as in Wind Waker) they'll tell a quick and dirty version of the legend with some interesting visuals in the BG to prime you on the basics, but quickly get you to the main game and let the current situation's details unfold from there. Ocarina of Time does it interestingly where it gives you the "hook" right away (lets you wander around the town/first dungeon right off the bat) then it hits you with some world building (ala the goddesses, etc) afterwards. Lets you get invested with the character(s) first.
Sometimes it can't (or is hard) to avoid though xD I'm drawing a one-shot currently, and althouogh I tried to avoid as much info dumping as possible, I do have 1 "sinful" page where I spend the whole page explaining the basics of how magic works in this world (framed as a dialogue between the MC and his friend). However I pushed it out to page 8, after the "prologue" so everyone has some time to get a feel for the characters, and in this case it's kind of necessary (story's only like 65 pages long and I need to establish why the MC is so bad at magic xD). I probably could have done it differently, but I've accepted it. 3 panels of info isn't too too terrible... I hope x__x