Xenoblade 1,2, and 3 are all connected. Xenoblade Chronicles X is, as far as we know, not connected. Whatever additional content we get with the Definitive Edition of XCX may change that.
I pre-ordered back when it was announced, and got to pick it up yesterday, too.!Got Marvel vs Capcom today on Switch Im happy button lag on Chun-Li is still an issue so lighting leg kicks dont trigger properly (thats been an issue for most of theses ports) but you can assign just that move to a button so it negates it)