It's possible to redact and contrive into existence connections where you feel they are necessary. Nintendo pretty much did that with the Zelda series.
Xenoblade Chronicles 2 sort of confirmed a multiverse connection of sorts with the other Takahashi games toward the end. Xenosaga did something similar with Xenogears with how the Zarathustra machine was used to create a new universe.
Xenosaga is basically Tetsuya Takahashi's take on Isaac Asimov's Foundation universe: a galactic wide empire of humans where the original Earth has been lost to history. The Zarathustra machine has a role similar to what happened in The End of Eternity. Like The End of Eternity, when the Zarathustra machine was used, it rebooted the universe; in the Xenogears and Xenoblade Chronicles X universe there were aliens, while in the Xenosaga one there weren't (The Gnosis weren't really aliens, as you learn later). Also, Xenoblade Chronicles 1 and 2, there is no confirmation as to whether or not aliens exist as every non-human creature seems to be a creation of humans. Nopons are an update of the Chuchus from Xenogears.
But Xenoblade Chronicles, the original one, I think ended up being more successful than Takahashi anticipated as it originally wasn't even going to be granted a "Xeno" title, until they decided to give it such a title. Then he brought it into the greater Xeno-universe by introducing the Zohar* during Xenoblade Chronicles 2.
* Zohar- which he renamed the Conduit (I would guess it's because Nintendo seems to be very cautious about religious and cult references, but it is more likely that Takahashi lost interest in religious references because Nintendo probably would have not wanted "Monado" in the game if they were also against the term "Zohar" - both of which are based on mystery religions, one a book from Kabalah and the other just being a Greek Mystery religion word for God).
But Takahashi likes to remix stuff into later games. If you play Xenogears and Xenosaga, it might shock you at how many plot points and such have been reused from earlier games, only presented in a different world context. Shulk, is basically a simplified version of the Fei arc, except he is on Bionis instead of the Xenogears planet and with a Monado blade instead .
Speaking of which, old Alrest (which is Earth) heavily resembles Fifth Jerusalem from Xenosaga, the Capital of the Galactic Federation.
Interesting to note, that Fifth Jerusalem was the fifth replacement for Lost Jerusalem (which is Earth). It is conceivable that Earth was intended to have a beanstock and "orbital" station as far back as Xenosaga. The reality is Takahashi probably liked the design and wanted to reuse it in Xenoblade, but it also makes for a very easy connection. Another easy connection with Xenosaga and Xenoblade are the Mims, in Xenoblade Chronicles X are just Realians controlled by remote data of human memory. Again, Realians are from the Foundation Universe, they're basically the same as robots - except in Asimov's timeline robots became unacceptable among the Galactic civilization as they led the Spacer civilization to a form of decadence, where people became so advanced in their little corner that they failed to see any logic in expanding throughout the rest of the galaxy - and so it was the second wave of Earth migration, people who cared less about their own lives, who made the push beyond the original 51 planets.
Anyway, I am rambling, and I think only people who know the Xeno games and science fiction well will understand what I am talking about =P