I would like to see the persimmon tree.

It's definitely noticeable. Especially if you've played MM 6-8, which are connected by plot and universe.

Even on the map itself, it doesn't feel that way. You buy three units, gather seven pieces of ore with your hero, and then you find out that it was some kind of geopolitical plot device. At least in the fifth game, there are cutscenes that are voiced in Russian.