I doubt they could be connected in any swift way, if you ask me. They could only be connected in a really large existential way, or like phantasy star 3 had all these different timelines, if you ever played that game.

but I doubt all the FF are in the same planet. maybe it's the same 'energies', but not the same planets. and if it's gonna be linked existentially, that's gonna be hard to do in a FF game since we're talking about actual stuff happening with living mortals. only that side of things happens, since the ones playing are mortals themselves what else could it be.

cross-overs would be nice though, but they'd turn out funny, inevitably