Many events of the first game set in motion events in the other games, so it's far from unimportant. Roxas was already hinted at in CoM though.
And that the plot of KH 1 in general ties in less with the other titles (you did notice the parts of Enchanted Dominion, Dwarf Woodlands and Castle of Dreams at the end of the world, right?) is normal since KH 1 was originally intended as a standalone title.
Nomura also was making the story along as he went until the end of KH2, where he started to actually plan things.
So some things feeling more disconnected somehow isn't that surprising.
And that the plot of KH 1 in general ties in less with the other titles (you did notice the parts of Enchanted Dominion, Dwarf Woodlands and Castle of Dreams at the end of the world, right?) is normal since KH 1 was originally intended as a standalone title.
Nomura also was making the story along as he went until the end of KH2, where he started to actually plan things.
So some things feeling more disconnected somehow isn't that surprising.