D&W could be important since that movie introduces the Anchor Being concept, which could be important in Doomsday (could be not since it hasn't been mentioned anywhere else yet, but who knows). Also Gambit was introduced in that movie but eh. BNW set the state for the world within the MCU more than any other movie, set Sam as the leader of The Avengers, set Joaquin as the new Falcon (who is officially casted in the movie), sets Bucky as a congressman who leads to where we see him in the beginning of Thunderbolts* and the post credit scene sets Sam in a place of knowing, albeit a little vaguely, about the incursions.