Again, Sky 3rd is the third game in a continuous series. This is not Ys, which is an entirely different narrative format following a hero in stories specifically designed to be standalone. Ys isn’t even told in chronological order. Ys can absolutely be played in any order without losing anything (other than the second game, which is a direct sequel of the first).

You didn’t make it to the Cold Steel games, so you don’t know what I’m talking about here. Most of Sky 3rd’s throughlines continued in Cold Steel, not the Crossbell games (they even continue into the Daybreak arc). Falcom pivoted during Sky’s development; they initially weren’t going to do games in Crossbell.

Trails is Mass Effect writ large. It’s Game of Thrones. It’s Harry Potter. Yes, one can jump into those properties at any point, but they will be lost at some point–if not immediately–or otherwise missing context critical to their enjoyment of the property. That’s basic fictional media literacy. It’s just highly unusual in video games, so people assume it’s like other series. It’s not. It’s closer to long-running manga, television or novels.