And how does that not prove it at all connected? Most if the villains were each in a world and a part of Maleficent's group, who were the main antagonists for majority of the game. It tied into other worlds because of that connection and to the overall plot since they were also trying to gather all the PoH's and get Kingdom Hearts.
Hell, Riku was running around in different worlds antagonizing Sora and causing more of a connection since he was working with the Disney Villains to find Kairi.
Okay are you blind or something? Every single Disney world pretty much connected except for Winnie the Pooh.
Deep Jungle had Sora finding the first keyhole and learning he had to do so to every world or else it would fall to darkness & the Heartless would keep coming; Olympus Coliseum had Hades, a member of the group who was trying to get rid of Sora so he would be out of the way; Wonderland had Alice, a PoH, being kidnapped by (most likely) Riku offscreen, but it still tied together to the overall plot; Agrabah had Jasmine also being kidnapped and not too mention Jafar who was also a part of the Disney Villains; Monstro had Riku tormenting Sora, trying to mess with Pinocchio, and the conflict between them now growing; Atlantica had Ursula, another member, who was using Ariel to gain the trident and probably take care of Sora afterwards, which is evident she tried to do; Neverland had Hook who stole Wendy thinking she was a PoH, Riku who had found Kairi and who Sora was trying to get to, and the fact Hook also tried to get rid of Sora by making him walk the plank & such.
Not one of the Disney worlds was even a bit disconnected like in KH2 were Sora & co. went to, for example, Atlantica with no interference from the Org. and sang a-long forgetting what he was even on a journey for; Pride Lands just had him going their and following the world's plotline without even a proper connection to the plot; Agrabah had no Org. members even trying to mess with Sora here either, and all it was was another Jafar attempt and Pete being an idiot, which was not the plot.
Not too mention FF in KH1 actually was relevant and played a part in the storyline. Leon, Aerith, Yuffie, and Cid all came from Radiant Garden/Hollow Bastion, knew what was happening to the world's, helped Sora in his journey, and were actually connected to the overall plot whereas in KH2 they were connected to their world's plot, not the overall one. KH1 has been the only one so far to incorporate a full fledged connection to Disney and a full-fledged one to FF to the overall plot. CoM, KH2, Days, BbS and Coded haven't.
CoM, and BBS are good representations of the KH series, while KH2, Days, and Coded are bad representations. In other words, Nomura has so far been 50/ 50 on the KH series imo. KH2 lacked decent gameplay (more X mashing, less need for magic), had fairly disconnected and isolated world plots, and had a weak overall story. (and was way too easy, even on Proud mode) Days seems to have had two of the four, as the gameplay and difficulty seem to be better than KH2's. I heard bad things about Coded's story, though it might be a bit closer to the middle, depending on the how actual gameplay is/ varies.
