As has been pointed out by Justin and George a sense of consistency in a campaign world is vital to allow the players to function properly. If there is no consistency then they cannot predict properly the outcomes of their actions or that of others, and the game becomes a Spellsinger book where improbable things happen and look for a justification later. It is for this reason that most game setting default to our own reality for such things as methods of rulership, day and night cycles, forms of trade, weapons and so forth, because the players are familiar with these things and know how their consistency works. The more a world moves away from these assumed normalities the harder it becomes for the players to function in it without a lot of thought, thought that can interrupt the enjoyment of the game as a game.

Such consistency does not demand reality however. Most fantasy games have an internally consistent magic system, with a familiar set of spells, rules for casting them, and standard effects when they are cast (even freeform magic systems such as Ars Magica have this sort of consistency) and yet no one calims that these systems are realistic. Nor is is required to have some sort of scientific or pseudo scientific rationale for the unnatural elements in your world, such as explaining why all rivers run away from the sea, again few magic systems ever feel the need to provide such an explanation, rather it is merely needful to show the players, in the game, that such and such a thing is in fact the case in the world for them to accept it. What throws players is being presented with an apparently familiar world with some rogue element that they are not told about first.

What do you mean we shouldn't have killed him? He was a necromancer, he was raising the dead for nefarious deeds! ... What do you mean Necromancy isn't Illegal? We are being prosecuted by the guild of Necromancers? You'll see us in court! Help!

This is the point where it is the GM's responsibility to step in before something goes too far and explain the precepts of the world to the players. Ideally though the background of the world should make it clear that something unexpected was in fact pretty likely... e.g. of course Necromancy is legal, all things are legal in the Anarchists Empire.

Finally another note about consistency is that just because something happens one way some time doesn't mean it always has too. There are places on earth where gravity isn't straight down, these do not cause significant problems with our ability to believe in the world. Similarly just because one river flows backwards in your game world doesn't mean that all of them need to, just as long as it is made clear that in your world rivers can flow backwards.