I read a novella (or novelette—I don't believe it could have been a short story) that I am almost certain was by Poul Anderson.
It opened in an airport, flights cancelled by bad weather, with two men talking in the bar, one of whom is drunk enough to begin telling his story: how the goddess of another world — very much a sword-and-sorcery world — had needed a man from our world to bring down an evil sorcerer. (I completely forget what talents were required: logistics? staff-work? I don't think it was conventionally heroic)
To maintain 'balance', one of her own people had to be placed in our society for the duration. The subsequent story of the defeat of the magician I have forgotten almost completely.
What made the story special was the ending: the man telling the story reveals that he was not the hero of the story, but rather, the man sent here to maintain balance. He goes on to say that, once victory was achieved and the goddess was ready to return each man to his proper place, both men begged her to leave them where they were.
The narrator explains that he can't understand why anyone would give up indoor plumbing and civilized women, and says that 'romance' can go hang!