The other genre that Points of Light fits really well – besides Post Apocalypse – is The American Frontier. Wild West, in other words. The basic idea is nothing new – Weird West has been around for a long time.
Weird West combines our own world’s Wild West with supernatural elements and themes. Sometimes to a lesser, sometimes to a greater extent. But it’s still – mainly – a Wild West story.
The (probably) more accurate term, Fantasy Western (cf “Space Western”) isn’t widely used – probably because there are few examples of the subgenre, but also because there is so much overlap with other types of Weird Western. Fantasy and the Wild West are good matches for each other, really. The cowboys have much in common with knights or paladins. Put Conan on a horse (actually, he does use horses) and give him a revolver and he’d feel right at home in Monument Valley. And Elves have been used as a Native American stand-in before.
I think the iconography is the strongest element of this. Elves with rifles. Orcs with sixshooters. Cowboy Kenku. Hell yes.
There are some issues, too. If you want to create an actual Western, you gotta have much higher technology than your normal D&D fantasy setting. Guns – you could substitute magic wands but at least for me that just doesn’t work – as well as railroads, and perhaps telegraphs and riverboats. Not in itself impossible, but once you add technology to a magical setting, you can’t avoid the question of how magic and technology combine. You end up with steam- or magipunk, and again, at least for me, that doesn’t quite work.