Might and Magic and Heroes are interconnected, that's true... but if you only consider Heroes, then it has its own history, which begins with Ironfists (although I don't remember the first one very well) and continues through all four parts... and in the fifth part, the story is completely different, although they also tried to add something, but it's already a different world. Not only did the orcs start living in the steppes, and the mages in the desert, etc., but they also rewrote the history of the units (orcs created by mages, etc.)... it's better to not connect anything at all than to connect it like that.
It's like filming a movie, and then filming a sequel to the movie, but at the same time replacing the heroes, the plot, the history... hehe, you could turn Terminator into Transformers) there are robots in both, there are good ones and bad ones.