That is true in nearby possible worlds too.
That is true in the nearby possible worlds too.
Which one of the above sentences is more idiomatic. "Nearby" seems to me one of those words that require "the". Does it?
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Nearby is a modifier.
Modifiers don't change the reason why or why you don't use an article/determiner.
Neither of your sentences is more idiomatic than the other. They communicate different meanings.
That is true in nearby possible worlds too (Any worlds which fall in the category/type of "nearby possible." There aren't necessarily any nearby possible worlds in mind yet.)
That is true in the nearby possible worlds too (There are some nearby possible worlds that the speaker/reader is expecting you to know which ones he/she is talking about, and she is referring to them.)