There is one kind of planet on which airships remain feasible and heavier-than-air craft are not: one with an extremely thin atmosphere. This is, at first, counterintuitive: airships rely on buoyancy, so they perform best in very thick atmosphere.
However, "best" is relative. Heavier-than-air craft are even more limited by thin air. Consider the Wikipedia article on Flight altitude records: the balloons beat the heavier-than-air craft every time (not counting rocket planes, thanks). It's easy enough to explain that.
Consider what happens to a heavier-than-air craft as it goes as high as possible. It starts to mush along, unable to ascend anymore, because its engines simply can't provide the necessary thrust to generate increased aerodynamic lift in the thinner air.
By contrast, a lighter-than-air craft that flies too high experiences uncontrolled ascent, because the gas bags expand. If it doesn't have emergency venting capability (which they all do, realistically) it's doomed. The gas envelope, expanding with diminished pressure, will split open - if it's a dirigible, it may damage the airframe first - and the ship's gonna fall out of the sky.
I don't know how much better illustration there could be of the superior flight characteristics of lighter-than-air craft on a planet with thin atmosphere.
It's a fairly sound assumption that, the thinner the atmosphere, the less likely that a technologically advancing culture would develop heavier-than-air flight in the first place. And that if your premise is that an already technologically knowledgeable group of people had entered the world from elsewhere, they would make the same kind of engineering choices.
Now... IF you would accept this as a worldbuilding premise, there'd be a lot of work to do, a lot of questions to answer:
How much lower ambient air pressure would the world need to have, in order to establish the primacy of lighter-than-air flight?
What does the answer to the previous question say about the habitability of this world? Are the inhabitants human? If human, what measures do they need to take in order to live there? Loren Pechtel, above, is entirely correct about partial pressure of oxygen; that would be your first line of inquiry.
If the world has very low atmospheric pressure, does that preclude flying animals? What about flying insects? Any likelihood of lighter-than-air animal forms? What about windborne seed and pollen distribution? The ecological implications could be interesting.
One more thing: it may not be necessary to postulate an entire world with a scant atmosphere.
It might be reasonable to topographically separate the habitable zones with intervening areas of extremely high altitude. A flat land at very high altitude, perhaps, cut with miles-deep canyons, with people living along the bottoms? No feasible way of traversing the high areas except by airship?
If you do that, though, you will have to be very careful about wind. Turbulence and wind shear are, in our atmosphere, exceptionally dangerous for airships. How that would play out in a much thinner atmosphere is hard to say, but it's probably something you'd need to work though.