It sounds like Shadows is taking another shot at an intriguing but somewhat poorly executed mechanic from Syndicate. Jacob and Evie were supposed to be I opposing play styles, with Jacob being more of a brawler and Evie being more stealth based, but there was little division between their stories, with many missions being able to be completed by either character and there was very little difference in playing one or the other, especially as the game progressed.
AC 3, 4, Rogue and to a lesser degree Unity were somewhat connected, at least in storyline and could be considered prequels/sequels with Edward Kenway being the father of Haytham, who is the protagonist of 3 and an ally in Rogue. Rogue also feeds into Unity with the end of one being the beginning of the next as well as a continuation of the Sages storyline from the previous games. Mirage was at least partially considered a prequel to Valhalla, as it was the backstory of Basim, who was a critical plot point of Valhalla. Odyssey also indirectly connects to both Valhalla by way of a Kassandra cameo and to Origins, which a DLC reveals that Bayek's wife Aya is a descendants of Kassandra.