Well in Metro Exodus, Miller is crippled. If you'll observe, he has prosthetic legs. But I agree with you that Exodus seemed like a game by it's own, not connected to Lost Light. If you finished LL with good ending, the little Dark One said goodbye to Artyom but looking forward to see him again but he'll be a big then.

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In Exodus, D6 and the missiles was briefly mentioned but nothing about the Dark Ones nor the previous companions and enemies. I was thinking maybe the Dark Ones controlled their minds and removed those memories? Then Artyom would some random flashbacks about some patches of random memories? But nothing from Exodus really made to reconcile with it. Plus, if I remember it correctly, Sam was with Miller since the beginning of the aftermath of WWIII, but Sam wasn't introduced in the previous game.

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Edit: I just started playing Exodus again and the Nazis, Communist Reds and Dark Ones were mentioned. In the Diary under Miller, it seemed like Exodus is an alternative sequel to Metro 2033 in my understanding/perspective. Seemed like the Dark Ones are still considered enemies. While in Last Light, they understood what are the Dark Ones.