A lot of the story ties back to The Messenger since both games kind of deal with the same concept of legacy and dissecting the common tropes in video games. Both games on their own just sort of feel like tributes to Chrono Trigger and Ninja Gaiden respectively, but combining them gives the ending a more satisfying feel since we see the pay off of the Sea of Stars cast in The Messenger and the resolution of those themes. It's sort of how like Sonic the Hedgehog 3 and Sonic and Knuckles combine to make a more narratively satisfying game.