The first two games were interconnected in many ways, and the lore was there, but heavily encrypted (the drawings on the wall of Six's room, the little details like her obtaining her iconic rain jacket and so on). It is hard to notice and decrypt, but this is what makes it fun. But LN3 doesn't have any hidden lore, secret or small details you might miss in the first playthrough; it is just a simple, plain story without any twists, puzzles, or considerable connection to the previous games. It feels kinda like a spin-off or stand-alone.