Moral rules are about actions, but in consequentalism are judged strictly according to their consequences. Real world is what connects actions to consequences, otherwise we couldn't talk about morality at all.

If you assume some vast simplification of the real world, or assume least-convenient-world, or something like that, the connection between actions and consequences completely changes, and so optimal moral rules in such case have no reason to be applicable to the real world.

Also if the real world changes significantly - let's say we develop a fully reliable lie detector and start using it all the time (something I consider extremely unlikely in the real world). In such case the same actions would have different consequences, so consequentialism would say our moral rules controlling our actions should change. For example if we had lie detectors like that it would be a good idea to get every person routinely tested annually if they committed a serious crime like murder or bribery - something that would be a very bad idea in our real world.