Canon dimension hoppers:

- Gilgamesh is confirmed to be the original from FFV and has the ability to warp from world to world
- Shantotto from XI had the canon ability to warp herself from world to world, and accidentally allowed an evil clone and a "good" clone (not really) of herself to take her place
- Lightning from XIII had the canon ability to warp from world to world
- Noctis from XV has the canon ability to warp.... but how he got to XIV is still being chalked up to a Niflheim experiment that went awry

The other crossovers fall more under the "thin areas of reality leaking into each other." I think of XIV as being not unlike Discwold. On Discworld, the amount of latent magic is so large and overpowering that the very rules of reality are bent, and the barrier between worlds often grows thin, so that ideas and things from other places regularly leak into that world.

For XIV, replace "latent magic" with "aether" and it's much the same. The worldbuilding itself accepts that we are but one of 14 mirror dimensions and we become the immersion breaking dimension hoppers in 5.0 - so other ideas, things, and people hopping dimensions over to ours isn't that strange after all.