The NieR raid is being treated as a sort of sequel or something to Automata (also technically aliens who came from another world. Probably. We'll probably know what's up once the story concludes in 5.5). That's why it kinda gets a pass. For XI, it's more complicated because Hydaelyn and Vana'diel are two completely different worlds with their own lore and races (as mentioned previously). Do they have some things in common, yes. But that's where it ends. Absolute Virtue in XIV (allegedly created by Eureka. I think it's like Zantesuken where the Lance is an Eikon and AV is just a victim transformed) is not the same AV in XI (part of the Aern race).
There's also no voidsent in XI. Soulflayers in XI are BLU's who messed up, whereas
SoulMindflayers in XIV are voidsent from the 13th.
Shantotto has the magic power to travel to other worlds (she even says as much in XI when you get her as a Trust: "As an aside, one of my journeys of late took me to another world. Though far be it from me to mention what calamities might have occurred"). She also has a story dedicated to explaining how she gained that power. Iroha appearing in XIV is something I've always been sceptical about, though.
Rhapsodies ends with a satisfying conclusion (even she's satisfied as she disappears), yet when she winds up in XIV, she's all "I NEED TO GET BACK AND FIGHT!" but then doesn't and it's just... I don't get it.