not all of them are, or else it would be too messy, one of the appeals of final fantasy are that they all have different plotlines,worlds, and characters
it just so happens to be their in a trend of linking and making sequels and compilations because everyone wants them
ultimanias are..like...superguides to the world and deep concepts of a final fantasy, along with random facts and all cannon information, lots of interviews also
you can find pre-translated versions through google by typing in 'insert FF title' ultimania but i much prefer translating and reading it myself =D
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