As one vastly ignorant of the professional fictioneering arts, I don't know whether this is the rule or the exception for successful authors. Is it possible to write, for example, a persuasive crime drama set in modern-day Los Angeles if one has never been west of the Mississippi? Do you really need to visit southern France in order to set a romance or mystery there?
In many novels, the setting itself is so distinctive that it becomes a character in its own right. Can this sort of intimacy be persuasively faked through research, or are you just likely to embarrass yourself thoroughly?
(For a creative writing class one time, for reasons which I can no longer recall, I wrote a novelette set mostly in Denver even though I had never been there, and embarrassed myself thoroughly.)