I have actually been to Pensacola where the sermons in Setting our affections upon glory were preached in 1969. I can't imagine Dr Lloyd-Jones on a Florida beach in August with his overcoat on. I found it too hot in my trunks. Perhaps he avoided the beach and kept the A/C on. Anyway, these never before published nine sermons were preached in 1969 at the Pensacola Theological Institute (the last time DMLl-J was in the USA) and are good examples of the Doctor at his best. He takes nine almost entirely New Testament texts (tellingly, perhaps, the one on revival is from Exodus) and preaches some old sermons and perhaps some newer ones at the height of his powers. A brief foreword by John Schultz and nine footnotes give you all the background you need. This would be ideal as an introduction to Lloyd-Jones preaching, a refresher for people like me who may not have read him for a while or as another volume for the completest who has read everything else. Good move Crossway.
Bonhoeffer uses a similar phrase 'worldly Christianity'. It's J Gresham Machen that I want to line up most closely with. See his Christianity and culture here. Having done commentaries on Proverbs (Heavenly Wisdom) and Song of Songs (Heavenly Love), a matching title for Ecclesiastes would be Heavenly Worldliness. For my stance on worldliness, see 3 posts here.