en.wikipedia.org/wiki/Four_Worlds

This sentence is too broad and is factually incorrect as written.

Steiner did use the theosophical term Devachan, which he himself identifies as a term used "in Theosophy" and then says he will replace with German terms such as Geisterland or Geisteswelt. So there is some Eastern/theosophical borrowing in his vocabulary.

But the claim that such terms "were never developed in western culture" is false:

• The English adjective "etheric" is not an Eastern borrowing at all. Etymonline traces it to 1845, from ether + -ic, with ether coming through French/Latin from Greek aithēr.
• Reference works on occultism note that the astral body/world tradition had Western precursors. Encyclopedia.com states that although these concepts derive from Hindu mysticism, "there are also Western precursors."
• The Routledge Encyclopedia of Philosophy summarizes modern Theosophy itself as drawing not only on Hinduism and Buddhism but also on "fragments from the Western esoteric tradition, especially Neoplatonism."

So the problem is not merely nuance: the sentence incorrectly says these terms were unavailable in Western culture, when the record shows that at least key terms in Steiner's list—especially etheric and astral—already had Western linguistic or esoteric backgrounds.