What do you prefer?
Do you prefer how the original KQ series kept the plots mainly stand-alone, with only a few 'plot points' tied together... There are very few 'interconnected' bits between the games (beyond just occasional narrative reference or backstories in the manuals)? With the understanding that later KQ games particularly KQ3-7 started adding more and more character development, and connecting some events and characters (but certainly not every single villain or character together of the series). In general only two to three games of the series were ever connected directly, in self contained story arcs, KQ1/KQ2, KQ3/KQ5/KQ6, KQ3/KQ4, KQ4/KQ7, etc. Sierra gave only simple details bridging the stories inbetween each game in the series(oftentimes mentioned only in the manual, or the following game's introduction cinema). By simple, thus does not mean an individual story or mini-arc will lack depth, just that it avoids 'complicated' plot twists tieing more than one game together by every detail. It is very possible for individual games (or mini-arcs) to contain their own individual depth. Remember simple does not equal 'depth'.
Or do you prefer how many of the fan games do it, connecting every little story together, under grand series arching prophecies... With all villains organized, connected, in unison in an attempt to manipulate the royal family, and rule the world. Most if not all subplots are part of the greater whole.