I imagine replay value in every Bethesda game.
Morrowind - That its events came after Oblivion and not before. That the Red Year was prevented by destroying the Ministry of Truth. That Lauren Sanders can join every house because she gets special permission to do so.
Oblivion - That she came to Cyrodiil by boat and she was not a prisoner.
Skyrim - That time travel and banishment to an alternate timeline where the Red Year happened was the reason why the same Lauren Sanders ended up in Skyrim, 200 years later with Morrowind destroyed.
Fallout 3 - That there was an 18 year gap between escaping the vault and rescuing Dad, and that the NV events are in parallel to Fallout 3.
New Vegas - That it takes times for the Mojave to change under the Indy path and so my character can continue after the MQ.
Fallout 4 - That my character is not the SS but the memories of the SS were installed into her brain with a weird side effect that she is mistaken for the SS, so she plays along and lies that she's the SS.
I did a lot weirder headcanons in Skyrim than Fallout 4. That's what I expect when the lore states that the 3 TES and Fallout heroes are not the same person. It's nothing against Fallout 4, just my preference to use one main character for an entire series instead of descendants because I get too attached.