The canon police aren't going to come out if you RP or write something that stretches the lore, but I think whether fantasia are canon is going to be a controversial subject that not everyone agrees with at the same level. The closest thing we have to an answer from the devs is "maybe, but it won't work that way" and I don't think it's ever going to come up in the story anyway, otherwise it already would have.
I also think it's not a great argument to point to party finder and then say "see, everything is canon!" because there's still a whole lot of stuff that has shades of being subjectively canon, like how we suddenly forget some of our abilities every expansion or when the devs make an "adjustment". Or every mount that didn't have flying before suddenly can fly through the power of friendship, or rocket thrusters in adamantoise's case. Or the convoluted explanations for other FF crossover event things showing up with no in-world context like "portals from another world" or "tales from the far east", and not even going to get into Monster Hunter, Yo-Kai Watch, Dragon Quest, or especially NieR. And then there's how the holiday event NPCs remember us every year but time stays the same and no one ages (that's a whole other can of worms, please no one start this again).
I guess it's not the lore forums unless people go on a tangent based on a side comment someone made.
I'm pretty sure there was a writer who was asked if Hildibrand was canon and they're response was something along the lines of "what does your heart tell you?" but I can't find that interview.
Personally I'm more along Ryu's interpretation where the events happened, but are an "artistic retelling" much like how Savage isn't canon but is much more dramatic version of it.
There's some things that are brought into the rest of the game, and gentleman zombies are one thing but then you also have stuff like Hildibrand being launched at Dalamud and surviving his initial contact with it as well as the effects of the Calamity when it exploded with him on it. Or being able to summon Mandervilles with the power of dance. Or Yojimbo being "skinny Gilgamesh" and somehow becomes fat again when he decides to reveal himself.