No. I've not even called XIV episodic. Where is that even coming from? My preference is the opposite, if anything. Crossovers prior to NieR have all been attached linked into existing systems or plot-lines in a way that didn't feel disconnected. XIV might be the nexus for anything and everything, but at least prior attachments were all grafted on by more than a senseless modicum of "went somewhere; therefore, surprise city that can't possibly fit where it is". Monster Hunter is just one more dragon, attached to our hunt system -- basically just the DRG 70 quest fight. Ivalice is one more location in which Garlemald had committed atrocities and from which we might get new information. Omega Weapon may be a dimension-jumping weapon, but it'd been there from the start, given context as far back as in 1.x.
The other raids have not only been led up to Crystal Tower was our first real introduction to the Allagans, and makes use of the central landmark of the ARR trailer, even. The World of Darkness was our first dive into the 13th. (But surely that's never come up in multiple cutscenes even in this very expansion, multiple job quests in ARR, or as far back as 1.x MSQ and world events...?) The Mhachi raids and its dungeon counterparts gave us a further look into Eorzea's history as mentioned in 1.x content, the idea that white/holy magic isn't always righteous/good, and a reminder of the strength of the element(al)s, the fatalistic cycles of boon and ruin that run through Eorzea's history (which is again played on further in 5.x), and that tone of sublime mortality before nature from 1.x. Those aren't disparate. Episodic? Perhaps, but they do as an episode should as a part of a larger series -- they deepened XIV's own content and lore, rather than dismissing it in favor of something flashier.
Then let me repeat myself more plainly. There are some things that objectively improve storytelling: having likable characters, having those characters develop in a way that extends and deepens engagement, having a setting that makes sense enough to engage with it both emotionally and through prediction, continuity, etc., etc.
You've mentioned that NieR shouldn't be judged for not connecting itself well to XIV because it's NieR and not XIV, but... this is XIV. That's not to say that NieR has to be any less itself once we enter it, but it ought to at least be connected well enough. Recruiting two bomb-loving brats so we can go down a mine shaft and somehow find an entire city that, despite flight, no one's ever noticed before is not a sufficient connection. There were plenty of thematic grafts available to them, but they cheaped out. So I hope they'll do a better job in parts 2 and 3. Even then, though, making a great final part doesn't somehow make parts 1 and 2 retroactively great. So I really hope that in the future they'll take the time to connect things well from the start. That's all.
I don't mind crossovers per se. I just dislike shoddy connections.