I got a taste of that interconnection when I played Zero and really hated it. Renne’s one big scene felt like it was planned in Sky (or at latest Sky 3) and didn’t get in; it seemed to have nothing to do with the SSS, and I could see it was trying to start other new “character bricks” to throw later into Cold Steel. I never played those games, and generally think it’s a poor way to set them up.

It seems cool to pull Estelle and Joshua into later games for Avengers style teamups, but poor planning to make other games a part of someone’s (even a villain’s) arc.