Considering how much advanced technology is available in Spira, I find it hilarious every time someone says that VII HAS to follow X if the worlds were connected. It's actually just as plausible to say that VII preceded X, Spira being the result of an unimaginable technological Armageddon which forced the world to embrace a more spiritual lifestyle, their prayers giving birth to corporeal being "dreamed up" by those who reside in the Lifestream. Just because Shinra points out what VII's Shinra Inc already knows doesn't mean he is its founder or ancestor. It could simply be a coincidence that generations later (when much about technology and its sins have been forgotten) another young man named Shinra has an epiphany. As he says, he's just a kid.

I would definitely say that themes connect worlds. In that case, FFI and VIII would be related due their shared theme of time paradox. There are indications in both worlds that suggest (like as in Spira) a technologically advanced people existed in the distant past.