Without spoiling too much ...
XBX is a "bridge" between Xenosaga and Xenogears ... XBX is the retelling or reboot of Xenogears: Perfect works episode 1 ... but also XBX is "Xenosaga Ep 4" ... once you finish the game you'll see why ... there's a main character with a story background heavily related to the story of Xenosaga ...
And actually the lore of Xenosaga is also part of Perfect Works Ep 1: planet michtman, interstellar war, year 40XX events, and more ... XBX picks up where Xenosaga chronologically left PW Ep 1 ... XBX basically starts with the Eldridge now named Withe Whale which is also part of PW Ep 1 ...
And even the developers made clear the connection ... the ending scene of Xenosaga 3, is the first scene in XBX (planet Earth, Sun, and the Moon, inverted position) implying or suggesting how certain character ended in Earth ... yes, she was pulled to Earth because the planet's gravity field ... it was obvious , she was too close to Earth