For the sake of argument in Final Fantasy VI they wanted to prevent the renactment of the War of Magi. But it really depends what the author wants to make up. They have the final say.

You don't know what history has been corrupted, distorted, and/or outright lied about. I can imagine some of these events on the same world. It's more likely they're in the same universe.

Depends on your dedication. And trying to find some clue about otherwordly connections, but fictions' real problem is continuity in addition to plotholes. And other things we've discussed before.