I do the WW setup correctly, but it isn't working for some reason, does anyone have a clue on what I'm doing wrong? Btw I play on an NES and the english version of SMB 3

Just to make sure, you're playing on original console with an original cart? If so I've had that same issue before. I think it has to do with some memory values being manipulated by previous attempts and that don't dump on reset (when you soft reset the console, it doesn't properly reset all the values). First thing you can try is to hard reset the console (turn it off and on). Some people say to wait a bit after turning it off but I don't know how accurate that is.

That fixed the problem when I had it (and in general when you fail getting the wrong warp, I recommend always hard resetting the console before the next attempt because of stuff like that). If the problem persists (we've seen one case like that in the past I think), you could try playing another game first (for a bit, any game, the idea is to scramble the values if possible) then put SMB3 again and see if it's fixed.

Edit: I should mention that when the pipe doesn't bring you all the way like that, it has nothing to do with the rest of the setup. The pipe glitch should bring you all the way regardless of the rest of the gameplay (like you can try doing the pipe glitch right as you enter 7-1 and it should bring you all the way down).

Thanks for the tips! The wrong warp works now.